Fixed point and Bregman iterative methods for matrix rank minimization

DOI10.1007/S10107-009-0306-5zbMath1221.65146arXiv0905.1643OpenAlexW2011359124MaRDI QIDQ543413

Lifeng Chen, Donald Goldfarb, Shi-Qian Ma

Publication date: 17 June 2011

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.1643

zbMATH Keywords

convergence numerical results singular value decomposition continuation algorithm matrix completion problem Bregman distances fixed point iterative method nuclear norm minimization matrix rank minimization Monte-Carlo approximate

Mathematics Subject Classification ID

Computational learning theory (68Q32) Numerical mathematical programming methods (65K05) Convex programming (90C25) Monte Carlo methods (65C05) Large-scale problems in mathematical programming (90C06) Control/observation systems with incomplete information (93C41)

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