Optimal Data Scaling for Principal Component Pursuit: A Lyapunov Approach to Convergence

DOI10.1109/TAC.2015.2398886zbMath1360.62302MaRDI QIDQ2982623

Dawei Shi, Zhan Shu, Yue Cheng, Tongwen Chen

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

90C26: Nonconvex programming, global optimization