A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery
From MaRDI portal
Publication:2220914
DOI10.1007/s12532-020-00177-4zbMath1452.90258arXiv1703.03898OpenAlexW3003707928MaRDI QIDQ2220914
Shujun Bi, Shaohua Pan, Defeng Sun
Publication date: 25 January 2021
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.03898
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Combinatorial optimization (90C27) Numerical methods of relaxation type (49M20)
Related Items (4)
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints ⋮ A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications ⋮ MSCRA_rankmin ⋮ Optimality conditions for rank-constrained matrix optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Latent variable graphical model selection via convex optimization
- A rank-corrected procedure for matrix completion with fixed basis coefficients
- Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
- Computing the nearest Euclidean distance matrix with low embedding dimensions
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Null space conditions and thresholds for rank minimization
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- Some sharp performance bounds for least squares regression with \(L_1\) regularization
- Characterization of the subdifferential of some matrix norms
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Error bounds for rank constrained optimization problems and applications
- Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction
- Exact matrix completion via convex optimization
- Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
- Hankel Matrix Rank Minimization with Applications to System Identification and Realization
- Robust Spectral Compressed Sensing via Structured Matrix Completion
- An Adaptive Correction Approach for Tensor Completion
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- Rank reduction of correlation matrices by majorization
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
- Recovering Low-Rank Matrices From Few Coefficients in Any Basis
- Matrix Completion From a Few Entries
- Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
- Low-rank matrix completion using alternating minimization
- Convex Analysis
- A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions
This page was built for publication: A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery