Many (most?) column subset selection criteria are NP hard

Abstract: We consider a variety of criteria for selecting k representative columns from a real matrix A with rank(A)>=k. The criteria include the following optimization problems: absolute volume and S-optimality maximization; norm and condition minimization in the two-norm, Frobenius norm and Schatten p-norms for p>2; stable rank maximization; and the new criterion of relative volume maximization. We show that these criteria are NP hard and do not admit polynomial time approximation schemes (PTAS). To formulate the optimization problems as decision problems, we derive optimal values for the subset selection criteria, as well as expressions for partitioned pseudo-inverses.