Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
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Publication:3004974
DOI10.1137/100781894zbMath1218.90115OpenAlexW2083138589MaRDI 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 analysisaugmented Lagrangian methodalternating direction methodsparselow-rankmatrix recovery
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Approximation methods and heuristics in mathematical programming (90C59) System identification (93B30)
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