Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm

DOI10.1007/S12532-012-0044-1zbMath1271.65083OpenAlexW2060204507MaRDI QIDQ1946921

Wotao Yin, Yin Zhang, ZaiWen Wen

Publication date: 10 April 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-012-0044-1

zbMATH Keywords

matrix completionnumerical experimentsnonlinear SOR methodlinear least squares problemalternating minimizationlow-rank factorization modelnonlinear GS methodnonlinear succesive over-relaxation algorithm

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Matrix completion problems (15A83)

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Uses Software

• PROPACK
• LMaFit
• Eigentaste
• Optspace
• ADMiRA

Cites Work

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• A Singular Value Thresholding Algorithm for Matrix Completion
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• Low‐rank revealing QR factorizations
• ADMiRA: Atomic Decomposition for Minimum Rank Approximation
• The Power of Convex Relaxation: Near-Optimal Matrix Completion
• A Simpler Approach to Matrix Completion
• On the Continuity of the Generalized Inverse
• Convergence of a block coordinate descent method for nondifferentiable minimization

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