$$S_{1/2}$$ 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
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DOI: 10.1007/s10589-017-9898-5
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