An implementable proximal point algorithmic framework for nuclear norm minimization

DOI10.1007/s10107-010-0437-8zbMath1262.90125OpenAlexW2007437396MaRDI QIDQ431025

Yong-Jin Liu, Defeng Sun, Kim-Chuan Toh

Publication date: 26 June 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-010-0437-8

zbMATH Keywords

proximal point method gradient projection method rank minimization nuclear norm minimization accelerated proximal gradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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