Regularization parameter selection for the low rank matrix recovery

DOI10.1007/s10957-021-01852-9zbMath1475.90123arXiv1909.06960OpenAlexW3155981270MaRDI QIDQ2046538

Pan Shang, Lingchen Kong

Publication date: 18 August 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06960

zbMATH Keywords

duality theorylow rank matrix recoverynuclear norm regularized minimizationregularization parameter selection rule

Mathematics Subject Classification ID

Linear inference, regression (62J99) Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46)

Related Items (1)

An efficient semi-proximal ADMM algorithm for low-rank and sparse regularized matrix minimization problems with real-world applications

Uses Software

• PDCO

Cites Work

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