Strongly convex programming for exact matrix completion and robust principal component analysis
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Publication:435847
robust principal component analysisdual certificatelow-rank matrixexact matrix completionstrongly convex programming
Convex programming (90C25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Matrix completion problems (15A83) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)
Abstract: The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently, especially after the publication of the pioneering works of Cand`es et al.. One fundamental result in MC and RPCA is that nuclear norm based convex optimizations lead to the exact low-rank matrix recovery under suitable conditions. In this paper, we extend this result by showing that strongly convex optimizations can guarantee the exact low-rank matrix recovery as well. The result in this paper not only provides sufficient conditions under which the strongly convex models lead to the exact low-rank matrix recovery, but also guides us on how to choose suitable parameters in practical algorithms.
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(16)- Linear convergence of Frank-Wolfe for rank-one matrix recovery without strong convexity
- A short note on strongly convex programming for exact matrix completion and robust principal component analysis
- Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
- Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset
- Robust principal component pursuit via inexact alternating minimization on matrix manifolds
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- Accelerated Uzawa methods for convex optimization
- Restricted isometry property of principal component pursuit with reduced linear measurements
- Matrix rigidity and the ill-posedness of robust PCA and matrix completion
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