A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems
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Publication:6154406
DOI10.1007/s10898-023-01322-8OpenAlexW4386059632MaRDI QIDQ6154406
Ding-Tao Peng, Xian Zhang, Yanyan Su
Publication date: 15 February 2024
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-023-01322-8
matrix completion problemlow-rank matrix optimizationnonconvex continuous relaxationsingular value shrinkage thresholding algorithm
Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)
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