A smoothing proximal gradient algorithm for matrix rank minimization problem
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Publication:2114821
Abstract: In this paper, we study the low-rank matrix minimization problem, where the loss function is convex but nonsmooth and the penalty term is defined by the cardinality function. We first introduce an exact continuous relaxation, that is, both problems have the same minimzers and the same optimal value. In particular, we introduce a class of lifted stationary point of the relaxed problem and show that any local minimizer of the relaxed problem must be a lifted stationary point. In addition, we derive lower bound property for the nonzero singular values of the lifted stationary point and hence also of the local minimizers of the relaxed problem. Then the smoothing proximal gradient (SPG) algorithm is proposed to find a lifted stationary point of the continuous relaxation model. Moreover, it is shown that the whole sequence generated by SPG algorithm converges to a lifted stationary point. At last, numerical examples show the efficiency of the SPG algorithm.
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Cited in
(10)- Low rank matrix recovery with impulsive noise
- T-product factorization based method for matrix and tensor completion problems
- A smoothing majorization method for l^2_2-l^p_p matrix minimization
- Accelerated smoothing hard thresholding algorithms for \(\ell_0\) regularized nonsmooth convex regression problem
- A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems
- Smoothing fast proximal gradient algorithm for the relaxation of matrix rank regularization problem
- Generalized nonconvex hyperspectral anomaly detection via background representation learning with dictionary constraint
- Efficient low rank matrix recovery with flexible group sparse regularization
- A proximal modified quasi-Newton method for nonsmooth regularized optimization
- General inertial smoothing Bregman proximal gradient algorithms for group capped-_1 regularized minimization
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