Solving nuclear norm regularized and semidefinite matrix least squares problems with linear equality constraints

DOI10.1007/978-3-319-00200-2_9MaRDI QIDQ2848997zbMATH OpenOpenAlexFDO

Authors Kaifeng Jiang, Defeng Sun, Kim-Chuan Toh

Publication date 13 September 2013

Published in Discrete Geometry and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-00200-2_9

zbMATH Keywords

nuclear norm minimizationEuclidean distance matrix completionpartial proximal-point algorithmsemidefinite least squares problem

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Semidefinite programming (90C22) Iterative numerical methods for linear systems (65F10)

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Cited in

(15)

• Selecting Regularization Parameters for Nuclear Norm--Type Minimization Problems
• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
• A rank-corrected procedure for matrix completion with fixed basis coefficients
• A partial proximal point algorithm for nuclear norm regularized matrix least squares problems
• Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
• A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
• Computing the nearest Euclidean distance matrix with low embedding dimensions
• Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints
• A semismooth Newton stochastic proximal point algorithm with variance reduction
• A regularized strong duality for nonsymmetric semidefinite least squares problem
• Augmented Lagrangian methods for convex matrix optimization problems
• A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
• Supervised distance preserving projection using alternating direction method of multipliers
• Robust Euclidean embedding via EDM optimization
• A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems

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