Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization
نویسندگان
چکیده
منابع مشابه
Convergence of fixed point continuation algorithms for matrix rank minimization
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization problem, is often solved instead. Recently, Ma, Goldfarb and Chen proposed a fixed-point continuation algorithm for solving the nuclear norm minimization pr...
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ژورنال
عنوان ژورنال: Foundations of Computational Mathematics
سال: 2011
ISSN: 1615-3375,1615-3383
DOI: 10.1007/s10208-011-9084-6