Matrix completion via a low rank factorization model and an augmented Lagrangean succesive overrelaxation algorithm
Summary: The matrix completion problem (MC) has been approximated by using the nuclear norm relaxation. Some algorithms based on this strategy require the computationally expensive singular value decomposition (SVD) at each iteration. One way to avoid SVD calculations is to use alternating methods, which pursue the completion through matrix factorization with a low rank condition. In this work an augmented Lagrangean-type alternating algorithm is proposed. The new algorithm uses duality information to define the iterations, in contrast to the solely primal LMaFit algorithm, which employs a Successive Over Relaxation scheme. The convergence result is studied. Some numerical experiments are given to compare numerical performance of both proposals.
- Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
- An ADMM-factorization algorithm for low rank matrix completion
- Low rank matrix completion by alternating direction method of multipliers
- Matrix Completion Based on Non-Convex Low-Rank Approximation
- Low-rank matrix completion using alternating minimization
- Matrix Completion under Low-Rank Missing Mechanism
- Matrix completion via minimizing an approximate rank
- Low-rank matrix completion in a general non-orthogonal basis
- A semi-smoothing augmented Lagrange multiplier algorithm for low-rank Toeplitz matrix completion
- An efficient method for non-negative low-rank completion
- Eigentaste: A constant time collaborative filtering algorithm
- Exact matrix completion via convex optimization
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- On the convergence of the block nonlinear Gauss-Seidel method under convex constraints
- Practical augmented Lagrangian methods for constrained optimization
- Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
- The two-stage iteration algorithms based on the shortest distance for low-rank matrix completion
- Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
- A new method based on the manifold-alternative approximating for low-rank matrix completion
- A semi-smoothing augmented Lagrange multiplier algorithm for low-rank Toeplitz matrix completion
- Global convergence of Riemannian line search methods with a Zhang-Hager-type condition
- Accelerated low rank matrix approximate algorithms for matrix completion
- Nuclear norm and indicator function model for matrix completion
- Implicit steepest descent algorithm for optimization with orthogonality constraints
- Matrix completion via an alternating direction method
- The augmented Lagrange multiplier algorithm for sign matrix completion
- An efficient matrix bi-factorization alternative optimization method for low-rank matrix recovery and completion
- A subspace-approximating algorithm for matrix completion
- An ADMM-factorization algorithm for low rank matrix completion
- Low rank matrix completion by alternating direction method of multipliers
- Matrix completion via minimizing an approximate rank
- Approximate matrix completion based on cavity method
- Accelerated matrix completion algorithm using continuation strategy and randomized SVD
- A modified primal-dual algorithm for matrix completion problems
- A worst-case complexity analysis for Riemannian non-monotone line-search methods
This page was built for publication: Matrix completion via a low rank factorization model and an augmented Lagrangean succesive overrelaxation algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1653941)
