Alternating direction and Taylor expansion minimization algorithms for unconstrained nuclear norm optimization

DOI10.1007/S11075-018-0630-ZOpenAlexW2900646979WikidataQ128959730 ScholiaQ128959730MaRDI QIDQ2322836

Jianxi Zhao, Qian Feng, Li-Na Zhao

Publication date: 5 September 2019

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-018-0630-z

zbMATH Keywords

Taylor expansionrobust principal component analysislow-rank matrix completionalternating direction minimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Nonconvex programming, global optimization (90C26) Iterative numerical methods for linear systems (65F10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical linear algebra (65Fxx)

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