An alternating direction method with continuation for nonconvex low rank minimization (Q257130)
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scientific article; zbMATH DE number 6555600
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| English | An alternating direction method with continuation for nonconvex low rank minimization |
scientific article; zbMATH DE number 6555600 |
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An alternating direction method with continuation for nonconvex low rank minimization (English)
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15 March 2016
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The authors present a nonconvex model of recovering low-rank matrices from the noisy measurement. The problem is formulated as a nonconvex regularized least squares optimization problem. An alternating direction method with a continuation technique is proposed. Under mild assumptions, the convergence behavior of the alternating direction method is proved. Some numerical experiments are given.
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low rank minimization
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alternating direction method
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minimax concave penalty function
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recovering low-rank matrices
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least squares optimization problem
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convergence
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numerical experiment
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0.8460122346878052
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0.8193421959877014
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0.8145264387130737
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0.8111597299575806
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0.8081209063529968
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