A new algorithm for positive semidefinite matrix completion
Summary: Positive semidefinite matrix completion (PSDMC) aims to recover positive semidefinite and low-rank matrices from a subset of entries of a matrix. It is widely applicable in many fields, such as statistic analysis and system control. This task can be conducted by solving the nuclear norm regularized linear least squares model with positive semidefinite constraints. We apply the widely used alternating direction method of multipliers to solve the model and get a novel algorithm. The applicability and efficiency of the new algorithm are demonstrated in numerical experiments. Recovery results show that our algorithm is helpful.
- Fast implementation for semidefinite programs with positive matrix completion
- Algorithms for positive semidefinite factorization
- Complexity of the positive semidefinite matrix completion problem with a rank constraint
- Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
- A semidefinite algorithm for completely positive tensor decomposition
- The complexity of positive semidefinite matrix factorization
- A connection between positive semidefinite and Euclidean distance matrix completion problems
- The positive Q-matrix completion problem
- A semidefinite relaxation algorithm for checking completely positive separable matrices
- A new graph parameter related to bounded rank positive semidefinite matrix completions
- A monotone+skew splitting model for composite monotone inclusions in duality
- A Singular Value Thresholding Algorithm for Matrix Completion
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- Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities
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- An alternating direction algorithm for matrix completion with nonnegative factors
- Exact matrix completion via convex optimization
- Fixed point and Bregman iterative methods for matrix rank minimization
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
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- Linearized alternating direction method of multipliers with Gaussian back substitution for separable convex programming
- Matrix completion via an alternating direction method
- Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
- Positive semidefinite matrix completion, universal rigidity and the strong Arnold property
- A decomposition method for positive semidefinite matrices and its application to recursive parameter estimation
- The positive Q-matrix completion problem
- A modified method based on the augmented Lagrange multiplier method for the real symmetric positive semidefinite matrix recovery
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- Half thresholding eigenvalue algorithm for semidefinite matrix completion
- Sparse quasi-Newton updates with positive definite matrix completion
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