Robust principal component analysis using facial reduction

DOI10.1007/s11081-019-09476-9zbMath1452.90252OpenAlexW2990689883MaRDI QIDQ2218887

Linchuan Wei, Fei Wang, Henry Wolkowicz, Shi-Qian Ma

Publication date: 18 January 2021

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

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

zbMATH Keywords

robust principal component analysisfacial reductionsemidefinite cone

Mathematics Subject Classification ID

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

Related Items

A facial reduction approach for the single source localization problem

Uses Software

• Jellyfish

Cites Work

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