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$$S_{1/2}$$ S 1 / 2 regularization methods and fixed point algorithms for affine rank minimization problems

Dingtao Peng (), Naihua Xiu () and Jian Yu ()
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Dingtao Peng: Guizhou University
Naihua Xiu: Beijing Jiaotong University
Jian Yu: Guizhou University

Computational Optimization and Applications, 2017, vol. 67, issue 3, No 4, 543-569

Abstract: Abstract The affine rank minimization problem is to minimize the rank of a matrix under linear constraints. It has many applications in various areas such as statistics, control, system identification and machine learning. Unlike the literatures which use the nuclear norm or the general Schatten $$q~ (0

Keywords: Affine rank minimization problem; Matrix completion problem; $$S_{1/2}$$ S 1 / 2 Regularization problem; Fixed point algorithm; Singular value half thresholding operator; 90C06; 90C26; 90C59; 65F22 (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10589-017-9898-5

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