Interior-Point Method for Nuclear Norm Approximation with Application to System Identification

From MaRDI portal
Revision as of 02:56, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3584157

DOI10.1137/090755436zbMath1201.90151OpenAlexW2059283452MaRDI QIDQ3584157

Lieven Vandenberghe, Zhang Liu

Publication date: 19 August 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5f375bb9c691862caf11322679c94219c0057c83




Related Items (97)

On linear convergence of projected gradient method for a class of affine rank minimization problemsConvergence and stability of iteratively reweighted least squares for low-rank matrix recoveryA penalty method for rank minimization problems in symmetric matrices\(S_{1/2}\) regularization methods and fixed point algorithms for affine rank minimization problemsNuclear norm-based recursive subspace prediction of time-varying continuous-time stochastic systems via distribution theoryRegularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraintMinimum \( n\)-rank approximation via iterative hard thresholdingMatrix completion via max-norm constrained optimizationKernels for Linear Time Invariant System IdentificationThe most powerful unfalsified model for data with missing valuesN2SID: nuclear norm subspace identification of innovation modelsUnnamed ItemUnnamed ItemGlobal optimality condition and fixed point continuation algorithm for non-Lipschitz \(\ell_p\) regularized matrix minimizationParallel stochastic gradient algorithms for large-scale matrix completionA Nonmonotone Alternating Updating Method for a Class of Matrix Factorization ProblemsOn the minimum trace norm/energy of \((0,1)\)-matrices\(s\)-goodness for low-rank matrix recoveryEnsemble learning-based computational imaging method for electrical capacitance tomographyGuarantees of Riemannian optimization for low rank matrix completionMaximum entropy vector kernels for MIMO system identificationDealing with missing information in data envelopment analysis by means of low-rank matrix completionApproximation accuracy, gradient methods, and error bound for structured convex optimizationNuclear norm subspace system identification and its application on a stochastic model of plaguePenalty decomposition methods for rank minimizationApproximation of rank function and its application to the nearest low-rank correlation matrixAn alternating minimization method for matrix completion problemsA new convergence analysis and perturbation resilience of some accelerated proximal forward–backward algorithms with errorsExact minimum rank approximation via Schatten \(p\)-norm minimizationMultistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity ConstraintAn upper bound on the minimum rank of a symmetric Toeplitz matrix completion problemBlock-sparse recovery and rank minimization using a weighted \(l_p-l_q\) modelHammerstein system identification using nuclear norm minimizationProximal iteratively reweighted algorithm for low-rank matrix recoveryNormal Cones Intersection Rule and Optimality Analysis for Low-Rank Matrix Optimization with Affine ManifoldsTwo relaxation methods for rank minimization problemsNull space conditions and thresholds for rank minimizationLow rank matrix completion by alternating steepest descent methodsSolving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithmAn implementable proximal point algorithmic framework for nuclear norm minimizationNuclear norm system identification with missing inputs and outputsA new nonconvex approach to low-rank matrix completion with application to image inpaintingProximity point algorithm for low-rank matrix recovery from sparse noise corrupted dataNoisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex OptimizationA singular value thresholding with diagonal-update algorithm for low-rank matrix completionKernel methods in system identification, machine learning and function estimation: a surveySubspace-based spectrum estimation in innovation models by mixed norm minimizationOptimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithmThe two-stage iteration algorithms based on the shortest distance for low-rank matrix completionA relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completionOn the equivalence between low-rank matrix completion and tensor rankRate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statisticsMax-norm optimization for robust matrix recoveryDecomposable norm minimization with proximal-gradient homotopy algorithmFinding a low-rank basis in a matrix subspaceMatrix recipes for hard thresholding methodsConvergence of projected Landweber iteration for matrix rank minimizationAn alternating direction algorithm for matrix completion with nonnegative factorsConvergence of fixed-point continuation algorithms for matrix rank minimizationLow-rank and sparse matrices fitting algorithm for low-rank representationFixed point and Bregman iterative methods for matrix rank minimizationToeplitz matrix completion via smoothing augmented Lagrange multiplier algorithmEstimation of (near) low-rank matrices with noise and high-dimensional scalingProjected Landweber iteration for matrix completionHomotopy method for matrix rank minimization based on the matrix hard thresholding methodUnnamed ItemApproximating the minimum rank of a graph via alternating projectionA penalty decomposition method for rank minimization problem with affine constraintsRecovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approachRecovery of Low Rank Symmetric Matrices via Schatten p Norm MinimizationA unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizersSystem identification using kernel-based regularization: new insights on stability and consistency issuesConvergence analysis of projected gradient descent for Schatten-\(p\) nonconvex matrix recoveryDecentralized and privacy-preserving low-rank matrix completionMinimal rank completions for overlapping blocksLow-rank factorization for rank minimization with nonconvex regularizersRegularization parameter selection for the low rank matrix recoveryFlip-flop spectrum-revealing QR factorization and its applications to singular value decompositionA Single-Phase, Proximal Path-Following FrameworkGuarantees of Riemannian Optimization for Low Rank Matrix RecoveryMinimization of the difference of Nuclear and Frobenius norms for noisy low rank matrix recoveryA new method based on the manifold-alternative approximating for low-rank matrix completionA semi-smoothing augmented Lagrange multiplier algorithm for low-rank Toeplitz matrix completionToeplitz matrix completion via a low-rank approximation algorithmAn adaptation for iterative structured matrix completionAn alternating minimization method for robust principal component analysisTruncated sparse approximation property and truncated \(q\)-norm minimizationAlternating direction and Taylor expansion minimization algorithms for unconstrained nuclear norm optimizationOptimization-Based Modal Decomposition for Systems with Multiple TransportsA Splitting Augmented Lagrangian Method for Low Multilinear-Rank Tensor RecoveryA modified primal-dual method with applications to some sparse recovery problemsWeighted lp − l1 minimization methods for block sparse recovery and rank minimizationA Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable SetsTruncated $l_{1-2}$ Models for Sparse Recovery and Rank MinimizationSemi-supervised learning with nuclear norm regularizationContinuous-time Laguerre-based subspace identification utilising nuclear norm minimisationLow rank matrix recovery with adversarial sparse noise*


Uses Software



This page was built for publication: Interior-Point Method for Nuclear Norm Approximation with Application to System Identification