An implementable proximal point algorithmic framework for nuclear norm minimization
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Publication:431025
DOI10.1007/s10107-010-0437-8zbMath1262.90125MaRDI QIDQ431025
Defeng Sun, Kim-Chuan Toh, Yong-Jin Liu
Publication date: 26 June 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0437-8
proximal point method; gradient projection method; rank minimization; nuclear norm minimization; accelerated proximal gradient method
65K05: Numerical mathematical programming methods
90C22: Semidefinite programming
90C25: Convex programming
46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
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Uses Software
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