Novel proximal gradient methods for nonnegative matrix factorization with sparsity constraints
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Publication:5108481
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Cites work
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- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- scientific article; zbMATH DE number 3371284 (Why is no real title available?)
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Cited in
(14)- Convergence of proximal algorithms with stepsize controls for non-linear inverse problems and application to sparse non-negative matrix factorization
- Block Bregman majorization minimization with extrapolation
- Modified accelerated Bregman projection methods for solving quasi-monotone variational inequalities
- Matrix-wise \(\ell_0\)-constrained sparse nonnegative least squares
- A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search.
- Alternating block linearized Bregman iterations for regularized nonnegative matrix factorization
- Nested alternating minimization with FISTA for non-convex and non-smooth optimization problems
- Algorithms for nonnegative matrix factorization with the Kullback-Leibler divergence
- A discrete-time neurodynamic approach to sparsity-constrained nonnegative matrix factorization
- Global convergence of model function based Bregman proximal minimization algorithms
- Bregman iteration algorithm for sparse nonnegative matrix factorizations via alternating l₁-norm minimization
- A Fast Gradient Method for Nonnegative Sparse Regression With Self-Dictionary
- A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity
- Matrix Optimization Problem Involving Group Sparsity and Nonnegativity Constraints
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