An alternating direction method with continuation for nonconvex low rank minimization (Q257130): Difference between revisions

The authors present a nonconvex model of recovering low-rank matrices from the noisy measurement. The problem is formulated as a nonconvex regularized least squares optimization problem. An alternating direction method with a continuation technique is proposed. Under mild assumptions, the convergence behavior of the alternating direction method is proved. Some numerical experiments are given.

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reviewed by

Hans Benker

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zbMATH Keywords

low rank minimization

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alternating direction method

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minimax concave penalty function

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recovering low-rank matrices

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least squares optimization problem

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convergence

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numerical experiment

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10915-015-0045-0

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cites work

Recovery of Low-Rank Matrices Under Affine Constraints via a Smoothed Rank Function

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Q2781937

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Robust principal component analysis?

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Fixed point and Bregman iterative methods for matrix rank minimization

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Exact matrix completion via convex optimization

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The Power of Convex Relaxation: Near-Optimal Matrix Completion

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Matrix Completion From a Few Entries

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Solving semidefinite-quadratic-linear programs using SDPT3

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A Singular Value Thresholding Algorithm for Matrix Completion

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An implementable proximal point algorithmic framework for nuclear norm minimization

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Q3161693

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An alternating direction method for linear‐constrained matrix nuclear norm minimization

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Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization

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Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

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Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization

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Q2896066

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Nearly unbiased variable selection under minimax concave penalty

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A reweighted nuclear norm minimization algorithm for low rank matrix recovery

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Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization

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Atomic Decomposition by Basis Pursuit

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Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing

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Primal and dual alternating direction algorithms for $\ell _{1}$-$\ell _{1}$-norm minimization problems in compressive sensing

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Alternating direction method for covariance selection models

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A Primal Dual Active Set Algorithm With Continuation for Compressed Sensing

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A primal dual active set with continuation algorithm for the $\ell^0$-regularized optimization problem

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Q4864293

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A new look at the statistical model identification

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Recovering low-rank matrices from corrupted observations via the linear conjugate gradient algorithm

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Q4841246

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Alternating direction methods for classical and ptychographic phase retrieval

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Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization

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Identifiers

zbMATH Open document ID

1342.65144

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Mathematics Subject Classification ID

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10.1007/S10915-015-0045-0

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Sitelinks

Mathematics(1 entry)

mardi Publication:257130

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@@ Property / DOI: 10.1007/s10915-015-0045-0 / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10915-015-0045-0
+Normal rank
@@ Property / OpenAlex ID @@
+W317954863
@@ Property / OpenAlex ID: W317954863 / rank @@
+Normal rank
@@ Property / cites work @@
+Recovery of Low-Rank Matrices Under Affine Constraints via a Smoothed Rank Function
+Normal rank
@@ Property / cites work @@
+Q2781937
@@ Property / cites work: Q2781937 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust principal component analysis?
@@ Property / cites work: Robust principal component analysis? / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed point and Bregman iterative methods for matrix rank minimization
+Normal rank
@@ Property / cites work @@
+Exact matrix completion via convex optimization
@@ Property / cites work: Exact matrix completion via convex optimization / rank @@
+Normal rank
@@ Property / cites work @@
+The Power of Convex Relaxation: Near-Optimal Matrix Completion
+Normal rank
@@ Property / cites work @@
+Matrix Completion From a Few Entries
@@ Property / cites work: Matrix Completion From a Few Entries / rank @@
+Normal rank
@@ Property / cites work @@
+Solving semidefinite-quadratic-linear programs using SDPT3
+Normal rank
@@ Property / cites work @@
+A Singular Value Thresholding Algorithm for Matrix Completion
+Normal rank
@@ Property / cites work @@
+An implementable proximal point algorithmic framework for nuclear norm minimization
+Normal rank
@@ Property / cites work @@
+Q3161693
@@ Property / cites work: Q3161693 / rank @@
+Normal rank
@@ Property / cites work @@
+An alternating direction method for linear‐constrained matrix nuclear norm minimization
+Normal rank
@@ Property / cites work @@
+Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
+Normal rank
@@ Property / cites work @@
+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
+Normal rank
@@ Property / cites work @@
+Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
+Normal rank
@@ Property / cites work @@
+Q2896066
@@ Property / cites work: Q2896066 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+A reweighted nuclear norm minimization algorithm for low rank matrix recovery
+Normal rank
@@ Property / cites work @@
+Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
+Normal rank
@@ Property / cites work @@
+Atomic Decomposition by Basis Pursuit
@@ Property / cites work: Atomic Decomposition by Basis Pursuit / rank @@
+Normal rank
@@ Property / cites work @@
+Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
+Normal rank
@@ Property / cites work @@
+Primal and dual alternating direction algorithms for \(\ell _{1}\)-\(\ell _{1}\)-norm minimization problems in compressive sensing
+Normal rank
@@ Property / cites work @@
+Alternating direction method for covariance selection models
+Normal rank
@@ Property / cites work @@
+A Primal Dual Active Set Algorithm With Continuation for Compressed Sensing
+Normal rank
@@ Property / cites work @@
+A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Recovering low-rank matrices from corrupted observations via the linear conjugate gradient algorithm
+Normal rank
@@ Property / cites work @@
+Q4841246
@@ Property / cites work: Q4841246 / rank @@
+Normal rank
@@ Property / cites work @@
+Alternating direction methods for classical and ptychographic phase retrieval
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization
+Normal rank
@@ Property / DOI @@
+.1007/S10915-015-0045-0
@@ Property / DOI: 10.1007/S10915-015-0045-0 / rank @@
+Normal rank