A Singular Value Thresholding Algorithm for Matrix Completion

DOI10.1137/080738970zbMath1201.90155arXiv0810.3286OpenAlexW2103972604WikidataQ63694328 ScholiaQ63694328MaRDI QIDQ3058517

Zuowei Shen, Emmanuel J. Candès, Jian-Feng Cai

Publication date: 3 December 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.3286

zbMATH Keywords

matrix completionUzawa's algorithmlinearized Bregman iterationnuclear norm minimizationsingular value thresholdingLagrange dual function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Matrix completion problems (15A83)

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singular value thresholding: sharp bounds ⋮ Learning Markov random walks for robust subspace clustering and estimation ⋮ Random perturbation of low rank matrices: improving classical bounds ⋮ Sparse and low-rank matrix regularization for learning time-varying Markov networks ⋮ The minimal measurement number for low-rank matrix recovery ⋮ Multiple feature kernel hashing for large-scale visual search ⋮ Inexact proximal stochastic gradient method for convex composite optimization ⋮ \(\ell _p\) regularized low-rank approximation via iterative reweighted singular value minimization ⋮ Affine matrix rank minimization problem via non-convex fraction function penalty ⋮ Split Bregman method for large scale fused Lasso ⋮ Adaptive multinomial matrix completion ⋮ Generalized transfer subspace learning through low-rank constraint ⋮ Null space conditions and thresholds for rank minimization ⋮ Low rank matrix completion by alternating steepest descent methods ⋮ An implementable proximal point algorithmic framework for nuclear norm minimization ⋮ A unified primal-dual algorithm framework based on Bregman iteration ⋮ Uniqueness conditions for low-rank matrix recovery ⋮ Practical acceleration for computing the HITS expertrank vectors ⋮ Painless breakups -- efficient demixing of low rank matrices ⋮ A new nonconvex approach to low-rank matrix completion with application to image inpainting ⋮ A lower bound guaranteeing exact matrix completion via singular value thresholding algorithm ⋮ Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework ⋮ Linear convergence of the randomized sparse Kaczmarz method ⋮ Low-rank affinity based local-driven multilabel propagation ⋮ A generalized robust minimization framework for low-rank matrix recovery ⋮ An efficient matrix bi-factorization alternative optimization method for low-rank matrix recovery and completion ⋮ Robust missing traffic flow imputation considering nonnegativity and road capacity ⋮ Low-rank representation-based object tracking using multitask feature learning with joint sparsity ⋮ First-order optimality condition of basis pursuit denoise problem ⋮ Linear total variation approximate regularized nuclear norm optimization for matrix completion ⋮ Enhancing matrix completion using a modified second-order total variation ⋮ Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing ⋮ Global solutions of non-Lipschitz \(S_{2}\)-\(S_{p}\) minimization over the positive semidefinite cone ⋮ Multi-stage convex relaxation method for low-rank and sparse matrix separation problem ⋮ Conditional gradient algorithms for norm-regularized smooth convex optimization ⋮ A new algorithm for positive semidefinite matrix completion ⋮ A partial proximal point algorithm for nuclear norm regularized matrix least squares problems ⋮ A modified augmented Lagrange multiplier algorithm for Toeplitz matrix completion ⋮ Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations ⋮ Max-norm optimization for robust matrix recovery ⋮ Decomposable norm minimization with proximal-gradient homotopy algorithm ⋮ Finding a low-rank basis in a matrix subspace ⋮ An alternating direction algorithm for matrix completion with nonnegative factors ⋮ Convergence of fixed-point continuation algorithms for matrix rank minimization ⋮ Fixed point and Bregman iterative methods for matrix rank minimization ⋮ Some empirical advances in matrix completion ⋮ Approximation of frame based missing data recovery ⋮ Projected Landweber iteration for matrix completion ⋮ Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data ⋮ Leveraging mixed and incomplete outcomes via reduced-rank modeling ⋮ A class of customized proximal point algorithms for linearly constrained convex optimization ⋮ New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints ⋮ A tensor-based dictionary learning approach to tomographic image reconstruction ⋮ Reduction of nonlinear embedded boundary models for problems with evolving interfaces ⋮ Sparse recovery via differential inclusions ⋮ Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction ⋮ Self-regularized fixed-rank representation for subspace segmentation ⋮ Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization ⋮ New robust principal component analysis for joint image alignment and recovery via affine transformations, Frobenius and \(L_{2,1}\) norms ⋮ Rank minimization with applications to image noise removal ⋮ Ellipse fitting via low-rank generalized multidimensional scaling matrix recovery ⋮ High resolution 3D imaging in MIMO radar with sparse array ⋮ Parallel matrix factorization for low-rank tensor completion ⋮ An alternating direction method with continuation for nonconvex low rank minimization ⋮ PPA-like contraction methods for convex optimization: a framework using variational inequality approach

Uses Software

• SDPT3