A Singular Value Thresholding Algorithm for Matrix Completion

DOI10.1137/080738970zbMath1201.90155arXiv0810.3286WikidataQ63694328 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 completion; Uzawa's algorithm; linearized Bregman iteration; nuclear norm minimization; singular value thresholding; Lagrange dual function

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

15A83: Matrix completion problems

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Uses Software

• SDPT3