Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint (Q5348478): Difference between revisions

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scientific article; zbMATH DE number 6762080

Language	Label	Description	Also known as
English	Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint	scientific article; zbMATH DE number 6762080

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instance of

scholarly article

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title

Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint (English)

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SIAM Journal on Control and Optimization

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publication date

18 August 2017

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zbMATH Keywords

rank regularized minimization

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multistage convex relaxation

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exact penalty

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error bounds

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MaRDI profile type

MaRDI publication profile

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cites work

Q3096144

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A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

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A Singular Value Thresholding Algorithm for Matrix Completion

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Exact matrix completion via convex optimization

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Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements

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First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints

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Recovering Low-Rank Matrices From Few Coefficients in Any Basis

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Noisy low-rank matrix completion with general sampling distribution

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Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

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

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Interior-Point Method for Nuclear Norm Approximation with Application to System Identification

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A rank-corrected procedure for matrix completion with fixed basis coefficients

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Q5405230

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Estimation of (near) low-rank matrices with noise and high-dimensional scaling

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Restricted strong convexity and weighted matrix completion: Optimal bounds with noise

0 references

Trace Norm Regularization: Reformulations, Algorithms, and Multi-Task Learning

0 references

Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

0 references

Review Paper. Interest–rate term–structure pricing models: a review

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A Simpler Approach to Matrix Completion

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

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Convex Analysis

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Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

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Q3161693

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Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions

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Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Q2896066

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Some sharp performance bounds for least squares regression with $L_1$ regularization

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Optimal low-rank approximation to a correlation matrix

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Identifiers

zbMATH Open document ID

1369.90173

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DOI

10.1137/15M1037160

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5348478

@@ Property / cites work @@
+Q3096144
@@ Property / cites work: Q3096144 / rank @@
+Normal rank
@@ Property / cites work @@
+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
+Normal rank
@@ Property / cites work @@
+A Singular Value Thresholding Algorithm for Matrix Completion
+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 @@
+Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
+Normal rank
@@ Property / cites work @@
+First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
+Normal rank
@@ Property / cites work @@
+Recovering Low-Rank Matrices From Few Coefficients in Any Basis
+Normal rank
@@ Property / cites work @@
+Noisy low-rank matrix completion with general sampling distribution
+Normal rank
@@ Property / cites work @@
+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
+Normal rank
@@ Property / cites work @@
+Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
+Normal rank
@@ Property / cites work @@
+Interior-Point Method for Nuclear Norm Approximation with Application to System Identification
+Normal rank
@@ Property / cites work @@
+A rank-corrected procedure for matrix completion with fixed basis coefficients
+Normal rank
@@ Property / cites work @@
+Q5405230
@@ Property / cites work: Q5405230 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
+Normal rank
@@ Property / cites work @@
+Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
+Normal rank
@@ Property / cites work @@
+Trace Norm Regularization: Reformulations, Algorithms, and Multi-Task Learning
+Normal rank
@@ Property / cites work @@
+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
+Normal rank
@@ Property / cites work @@
+Review Paper. Interest–rate term–structure pricing models: a review
+Normal rank
@@ Property / cites work @@
+A Simpler Approach to Matrix Completion
@@ Property / cites work: A Simpler Approach to Matrix Completion / rank @@
+Normal rank
@@ Property / cites work @@
+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
+Normal rank
@@ Property / cites work @@
+Q3161693
@@ Property / cites work: Q3161693 / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
+Normal rank
@@ Property / cites work @@
+Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
+Normal rank
@@ Property / cites work @@
+The sparsity and bias of the LASSO selection in high-dimensional linear regression
+Normal rank
@@ Property / cites work @@
+Q2896066
@@ Property / cites work: Q2896066 / rank @@
+Normal rank
@@ Property / cites work @@
+Some sharp performance bounds for least squares regression with \(L_1\) regularization
+Normal rank
@@ Property / cites work @@
+Optimal low-rank approximation to a correlation matrix
+Normal rank