Robust principal component analysis using facial reduction

DOI10.1007/S11081-019-09476-9MaRDI QIDQ2218887zbMATH OpenOpenAlexFDO

Authors Fei Wang, Linchuan Wei, Henry Wolkowicz, Shiqian Ma

Publication date 18 January 2021

Published in Optimization and Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11081-019-09476-9

zbMATH Keywords

facial reductionrobust principal component analysissemidefinite cone

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27)

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Cites work

• Coordinate shadows of semidefinite and Euclidean distance matrices
• Explicit sensor network localization using semidefinite representations and facial reductions
• Fast alternating linearization methods for minimizing the sum of two convex functions
• Guaranteed Matrix Completion via Non-Convex Factorization
• Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
• Handbook of robust low-rank and sparse matrix decomposition. Applications in image and video processing
• Handbook of semidefinite programming. Theory, algorithms, and applications
• scientific article; zbMATH DE number 554762 (Why is no real title available?)
• scientific article; zbMATH DE number 3371284 (Why is no real title available?)
• Low-rank matrix completion using nuclear norm minimization and facial reduction
• Noisy Euclidean Distance Realization: Robust Facial Reduction and the Pareto Frontier
• On gradients of functions definable in o-minimal structures
• Parallel stochastic gradient algorithms for large-scale matrix completion
• Proximal alternating linearized minimization for nonconvex and nonsmooth problems
• Rank-Sparsity Incoherence for Matrix Decomposition
• Reducibility among combinatorial problems
• Robust principal component analysis?

Cited in

(6)

• Two proposals for robust PCA using semidefinite programming
• Robust principal component analysis based on advanced augmented Lagrange multiplier method
• Noisy Euclidean Distance Realization: Robust Facial Reduction and the Pareto Frontier
• Exact guarantees on the absence of spurious local minima for non-negative rank-1 robust principal component analysis
• A new model for sparse and low-rank matrix decomposition
• A facial reduction approach for the single source localization problem

Describes a project that uses

Uses Software

• Jellyfish

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