Global solutions of non-Lipschitz S₂-S_p minimization over the positive semidefinite cone

DOI10.1007/S11590-013-0701-YMaRDI QIDQ476270zbMATH OpenOpenAlexFDO

Authors Yongqiang Chen, Naihua Xiu, Dingtao Peng

Publication date 28 November 2014

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-013-0701-y

zbMATH Keywords

\(S_{2}\)-\(S_{p}\) minimizationfixed pointglobal solutionpositive semidefinite conethresholding operator

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Recommendations

• Global optimality condition and fixed point continuation algorithm for non-Lipschitz _p regularized matrix minimization
• \(S_{1/2}\) regularization methods and fixed point algorithms for affine rank minimization problems
• A nonconvex exact relaxation of the semidefinite matrix rank minimization
• scientific article; zbMATH DE number 1932410
• Least-squares solution of \(F=PG\) over positive semidefinite symmetric \(P\)

Cites work

• s-semigoodness for low-rank semidefinite matrix recovery
• A Singular Value Thresholding Algorithm for Matrix Completion
• Complexity of unconstrained \(L_2 - L_p\) minimization
• Euclidean distance matrices and applications
• Fixed point and Bregman iterative methods for matrix rank minimization
• Lower bound theory of nonzero entries in solutions of _2-_p minimization
• Matrix completion via an alternating direction method
• Phase retrieval via matrix completion
• Phaselift: exact and stable signal recovery from magnitude measurements via convex programming
• Smoothing methods for nonsmooth, nonconvex minimization

Cited in

(7)

• Global optimality condition and fixed point continuation algorithm for non-Lipschitz _p regularized matrix minimization
• Optimality conditions for locally Lipschitz optimization with l₀-regularization
• An improved total variation regularized RPCA for moving object detection with dynamic background
• Robust Euclidean embedding via EDM optimization
• Matrix optimization over low-rank spectral sets: stationary points and local and global minimizers
• Optimality conditions for rank-constrained matrix optimization
• Adaptive _q regularized estimation for high-dimensional sparse covariance matrix

Describes a project that uses

Uses Software

• PhaseLift

This page was built for publication: Global solutions of non-Lipschitz \(S_{2}\)-\(S_{p}\) minimization over the positive semidefinite cone

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476270)