Recursive Importance Sketching for Rank Constrained Least Squares: Algorithms and High-Order Convergence

DOI10.1287/opre.2023.2445arXiv2011.08360OpenAlexW4367676999MaRDI QIDQ6198739

Wen Huang, Xudong Li, Yuetian Luo, Anru Zhang

Publication date: 20 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.08360

zbMATH Keywords

sketchingnonconvex optimizationquadratic convergencelow-rank matrix recoveryRiemannian manifold optimizationrank-constrained least squares

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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