A partial proximal point algorithm for nuclear norm regularized matrix least squares problems

DOI10.1007/s12532-014-0069-8zbMath1327.90109MaRDI QIDQ495943

Defeng Sun, Kim-Chuan Toh, Kaifeng Jiang

Publication date: 16 September 2015

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-014-0069-8

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C25: Convex programming

90C06: Large-scale problems in mathematical programming

65F10: Iterative numerical methods for linear systems

Uses Software

• Matlab
• SeDuMi
• SDPT3