Convergence analysis of the augmented Lagrange multiplier algorithm for a class of matrix compressive recovery

DOI10.1016/J.AML.2016.02.022MaRDI QIDQ285074zbMATH OpenOpenAlexFDO

Authors Chuanlong Wang, Chao Li, Jin Wang

Publication date 18 May 2016

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2016.02.022

zbMATH Keywords

convergenceaugmented Lagrange multipliercompressive recovery

Mathematics Subject Classification ID

Convex programming (90C25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical linear algebra (65F99)

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Cites work

• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Singular Value Thresholding Algorithm for Matrix Completion
• Compressed sensing and matrix completion with constant proportion of corruptions
• Compressive principal component pursuit
• Robust PCA via Outlier Pursuit
• Robust principal component analysis?

Cited in

(9)

• Two modified augmented Lagrange multiplier algorithms with median value Toeplitz matrix compressive recovery
• Low-rank and sparse matrix recovery via inexact Newton-like method with non-monotone search
• The augmented Lagrange multiplier algorithm for sign matrix completion
• Fast alternating minimization method with non-monotone search for low-rank and sparse matrix recovery
• A modified method based on the augmented Lagrange multiplier method for the real symmetric positive semidefinite matrix recovery
• Low-rank tensor train for tensor robust principal component analysis
• An accelerated proximal augmented Lagrangian method and its application in compressive sensing
• The convergence guarantee of the iterative hard thresholding algorithm with suboptimal feedbacks for large systems
• A remark on Samuelson's variational principle in economics

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