Fixed point and Bregman iterative methods for matrix rank minimization (Q543413): Difference between revisions
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Revision as of 00:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Fixed point and Bregman iterative methods for matrix rank minimization |
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Fixed point and Bregman iterative methods for matrix rank minimization (English)
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17 June 2011
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The authors propose a fixed point continuation algorithm and a Bregman iterative algorithm for solving the linearly constrained nuclear norm minimization problem. The convergence of the fixed point iterative algorithm is established. A Monte-Carlo approximate singular value decomposition procedure is incorporated into the fixed-point continuation algorithm to improve the speed and its ability to recover low-rank matrices. Some numerical results are presented to show the effectively of the proposed algorithm.
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matrix rank minimization
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matrix completion problem
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nuclear norm minimization
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fixed point iterative method
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Bregman distances
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singular value decomposition
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continuation algorithm
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convergence
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Monte-Carlo approximate
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numerical results
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