Does CVX have internal way to find the lowest rank solution of a problem? I want to see if my solution is unique or it is the CVX that choose the lowest rank matrix among the available solutions ?
Low rank solution
Rank constraints are not convex, and they cannot be expressed using mixed-integer constraints, either.
Perhaps I was not clear enough, I am solving a convex optimization problem using CVX and I always get a low rank solution. I wanted to see if this comes from my model or the solver somehow helps to give me the low rank solution?