A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems (Q6154406): Difference between revisions

Latest revision as of 18:57, 30 December 2024

scientific article; zbMATH DE number 7805317

Language	Label	Description	Also known as
English	A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems	scientific article; zbMATH DE number 7805317

Statements

instance of

scholarly article

0 references

title

A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems (English)

0 references

0 references

0 references

0 references

Journal of Global Optimization

0 references

publication date

15 February 2024

0 references

zbMATH Keywords

low-rank matrix optimization

0 references

matrix completion problem

0 references

nonconvex continuous relaxation

0 references

singular value shrinkage thresholding algorithm

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s10898-023-01322-8

0 references

cites work

Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods

0 references

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

0 references

Optimization problems involving group sparsity terms

0 references

Proximal alternating linearized minimization for nonconvex and nonsmooth problems

0 references

A Singular Value Thresholding Algorithm for Matrix Completion

0 references

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

0 references

The Power of Convex Relaxation: Near-Optimal Matrix Completion

0 references

Q3996569

0 references

Affine matrix rank minimization problem via non-convex fraction function penalty

0 references

Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Sparsest solutions of underdetermined linear systems via $ \ell _q$-minimization for $0<q\leqslant 1$

0 references

Weighted nuclear norm minimization and its applications to low level vision

0 references

A unified primal dual active set algorithm for nonconvex sparse recovery

0 references

An alternating direction method with continuation for nonconvex low rank minimization

0 references

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

0 references

Computationally Efficient Truncated Nuclear Norm Minimization for High Dynamic Range Imaging

0 references

A singular value $p$-shrinkage thresholding algorithm for low rank matrix recovery

0 references

An implementable proximal point algorithmic framework for nuclear norm minimization

0 references

Penalty decomposition methods for rank minimization

0 references

$\ell _p$ regularized low-rank approximation via iterative reweighted singular value minimization

0 references

Fixed point and Bregman iterative methods for matrix rank minimization

0 references

Truncated $l_{1-2}$ Models for Sparse Recovery and Rank Minimization

0 references

On $l_q$ Optimization and Matrix Completion

0 references

Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions

0 references

$S_{1/2}$ regularization methods and fixed point algorithms for affine rank minimization problems

0 references

Global optimality condition and fixed point continuation algorithm for non-Lipschitz $\ell_p$ regularized matrix minimization

0 references

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

0 references

Null space conditions and thresholds for rank minimization

0 references

Variational Analysis

0 references

Approximation accuracy, gradient methods, and error bound for structured convex optimization

0 references

Solving semidefinite-quadratic-linear programs using SDPT3

0 references

Q3161693

0 references

Low-rank matrix recovery via regularized nuclear norm minimization

0 references

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

0 references

Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization

0 references

A smoothing proximal gradient algorithm for matrix rank minimization problem

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Q2896066

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.1007/S10898-023-01322-8

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6154406

@@ Property / DOI @@
-.1007/s10898-023-01322-8
@@ Property / DOI: 10.1007/s10898-023-01322-8 / rank @@
-Normal rank
@@ Property / DOI @@
+.1007/S10898-023-01322-8
@@ Property / DOI: 10.1007/S10898-023-01322-8 / rank @@
+Normal rank