Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
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Publication:3004974
DOI10.1137/100781894zbMath1218.90115MaRDI QIDQ3004974
Publication date: 6 June 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/cd486929068d8397c080cc8848a0e97ba7789634
principal component analysis; augmented Lagrangian method; alternating direction method; sparse; low-rank; matrix recovery
90C22: Semidefinite programming
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
90C59: Approximation methods and heuristics in mathematical programming
93B30: System identification
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