Strongly convex programming for exact matrix completion and robust principal component analysis (Q435847)

The common task in matrix completion (MC) and robust principal component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems attracted great attention from various areas in applied sciences recently, especially after the publication of the pioneering works of Candès et al. [\textit{E. J. Candès} and \textit{B. Recht}, Found. Comput. Math. 9, No. 6, 717--772 (2009; Zbl 1219.90124); \textit{E. J. Candès} et al., ``Robust principal component analysis?'', J. ACM 58, No. 1, 1--37 (2011), \url{arXiv:0912.3599}] One fundamental result in MC and RPCA is that the nuclear-norm-based convex optimizations lead to the exact low-rank matrix recovery under suitable conditions. In this paper, this result is extended by showing that strongly convex optimizations can guarantee the exact low-rank matrix recovery, as well. The result in this paper not only provides sufficient conditions under which the strong convex models lead to the exact low-rank matrix recovery, but also guides the user on how to choose suitable parameters in practical algorithms.