Hankel Matrix Rank Minimization with Applications to System Identification and Realization
From MaRDI portal
Publication:2866219
DOI10.1137/110853996zbMath1302.90127OpenAlexW2056145308WikidataQ57511221 ScholiaQ57511221MaRDI QIDQ2866219
Defeng Sun, Ting Kei Pong, Maryam Fazel, Paul Tseng
Publication date: 13 December 2013
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1e6ddff3443997b22ea8381ac070952963ba9fc9
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) System identification (93B30) Identification in stochastic control theory (93E12)
Related Items (only showing first 100 items - show all)
Convergence analysis on a modified generalized alternating direction method of multipliers ⋮ Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization ⋮ Continuous dynamics related to monotone inclusions and non-smooth optimization problems ⋮ An efficient algorithm for batch images alignment with adaptive rank-correction term ⋮ On how to solve large-scale log-determinant optimization problems ⋮ A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem ⋮ The most powerful unfalsified model for data with missing values ⋮ ADMM for monotone operators: convergence analysis and rates ⋮ Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization ⋮ A globally convergent method for solving a quartic generalized Markowitz portfolio problem ⋮ N2SID: nuclear norm subspace identification of innovation models ⋮ A rank-corrected procedure for matrix completion with fixed basis coefficients ⋮ An algorithm twisted from generalized ADMM for multi-block separable convex minimization models ⋮ On the global and linear convergence of direct extension of ADMM for 3-block separable convex minimization models ⋮ Inertial alternating direction method of multipliers for non-convex non-smooth optimization ⋮ Alternating proximal gradient method for convex minimization ⋮ Inertial generalized proximal Peaceman-Rachford splitting method for separable convex programming ⋮ A proximal ADMM with the Broyden family for convex optimization problems ⋮ An ADMM algorithm for two-stage stochastic programming problems ⋮ A nonconvex \(l_1 (l_1-l_2)\) model for image restoration with impulse noise ⋮ Image restoration: structured low rank matrix framework for piecewise smooth functions and beyond ⋮ An accelerated proximal augmented Lagrangian method and its application in compressive sensing ⋮ Regular and limiting normal cones to the graph of the subdifferential mapping of the nuclear norm ⋮ Efficient color image segmentation via quaternion-based \(L_1/L_2\) Regularization ⋮ A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems ⋮ An improved total variation regularized RPCA for moving object detection with dynamic background ⋮ Miscellaneous reverse order laws for generalized inverses of matrix products with applications ⋮ Dynamic behavior analysis via structured rank minimization ⋮ Unnamed Item ⋮ A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming ⋮ Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework ⋮ Matrix completion for matrices with low-rank displacement ⋮ Nuclear norm system identification with missing inputs and outputs ⋮ A survey on operator splitting and decomposition of convex programs ⋮ A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem ⋮ Kernel methods in system identification, machine learning and function estimation: a survey ⋮ On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming ⋮ A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery ⋮ Fixing and extending some recent results on the ADMM algorithm ⋮ A partially proximal S-ADMM for separable convex optimization with linear constraints ⋮ Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property ⋮ Several Classes of Stationary Points for Rank Regularized Minimization Problems ⋮ Subspace-based spectrum estimation in innovation models by mixed norm minimization ⋮ Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm ⋮ A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming ⋮ Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems ⋮ An inexact PAM method for computing Wasserstein barycenter with unknown supports ⋮ An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization ⋮ An efficient duality-based approach for PDE-constrained sparse optimization ⋮ An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming ⋮ A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming ⋮ A note on the convergence of ADMM for linearly constrained convex optimization problems ⋮ Fixed-point algorithms for frequency estimation and structured low rank approximation ⋮ A robust Lagrangian-DNN method for a class of quadratic optimization problems ⋮ On inexact ADMMs with relative error criteria ⋮ An FE-inexact heterogeneous ADMM for elliptic optimal control problems with \(L^1\)-control cost ⋮ A primal-dual dynamical approach to structured convex minimization problems ⋮ A novel convex clustering method for high-dimensional data using semiproximal ADMM ⋮ Toeplitz matrix completion via smoothing augmented Lagrange multiplier algorithm ⋮ Double fused Lasso penalized LAD for matrix regression ⋮ On the convergence analysis of the alternating direction method of multipliers with three blocks ⋮ Homotopy method for matrix rank minimization based on the matrix hard thresholding method ⋮ A golden ratio primal-dual algorithm for structured convex optimization ⋮ Tensor convolutions and Hankel tensors ⋮ A multi-level ADMM algorithm for elliptic PDE-constrained optimization problems ⋮ A dual symmetric Gauss-Seidel alternating direction method of multipliers for hyperspectral sparse unmixing ⋮ Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers ⋮ Spectral Compressed Sensing via Projected Gradient Descent ⋮ Improved proximal ADMM with partially parallel splitting for multi-block separable convex programming ⋮ Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers ⋮ Douglas-Rachford splitting and ADMM for pathological convex optimization ⋮ Deep Convolutional Framelets: A General Deep Learning Framework for Inverse Problems ⋮ Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination ⋮ Low-rank tensor train for tensor robust principal component analysis ⋮ An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems ⋮ A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization ⋮ An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection ⋮ Symmetric Gauss-Seidel technique-based alternating direction methods of multipliers for transform invariant low-rank textures problem ⋮ A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications ⋮ Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction ⋮ Double fused Lasso regularized regression with both matrix and vector valued predictors ⋮ Regularization parameter selection for the low rank matrix recovery ⋮ Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization ⋮ Inertial proximal strictly contractive peaceman-Rachford splitting method with an indefinite term for convex optimization ⋮ Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints ⋮ A fast algorithm for solving linear inverse problems with uniform noise removal ⋮ Image restoration based on fractional-order model with decomposition: texture and cartoon ⋮ The proximal alternating minimization algorithm for two-block separable convex optimization problems with linear constraints ⋮ A fundamental proof of convergence of alternating direction method of multipliers for weakly convex optimization ⋮ Toeplitz matrix completion via a low-rank approximation algorithm ⋮ Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems ⋮ A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems ⋮ Convergence study of indefinite proximal ADMM with a relaxation factor ⋮ A penalized method of alternating projections for weighted low-rank Hankel matrix optimization ⋮ A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems ⋮ On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize ⋮ Hybrid non-convex regularizers model for removing multiplicative noise ⋮ Applying smoothing technique and semi-proximal ADMM for image deblurring ⋮ Nonconvex-TV Based Image Restoration with Impulse Noise Removal ⋮ A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
This page was built for publication: Hankel Matrix Rank Minimization with Applications to System Identification and Realization
