A penalty method for rank minimization problems in symmetric matrices
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Publication:1616933
DOI10.1007/s10589-018-0010-6zbMath1409.90205arXiv1701.03218OpenAlexW2963497215WikidataQ129756757 ScholiaQ129756757MaRDI QIDQ1616933
Publication date: 7 November 2018
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.03218
Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Constrained composite optimization and augmented Lagrangian methods ⋮ Two relaxation methods for rank minimization problems ⋮ Low-rank factorization for rank minimization with nonconvex regularizers ⋮ A penalized method of alternating projections for weighted low-rank Hankel matrix optimization
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