Efficient proximal mapping computation for low-rank inducing norms

DOI10.1007/s10957-021-01956-2zbMath1484.90044arXiv1810.07570OpenAlexW3216235576MaRDI QIDQ2073049

Pontus Giselsson, Christian Grussler

Publication date: 27 January 2022

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07570

zbMATH Keywords

regularizationmatrix completionlow-rank optimizationproximal splittinglow-rank inducing norms

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Matrix completion problems (15A83)

Uses Software

• SDPT3
• UNLocBoX
• GitHub
• LRINorm
• LRIPy
• SeDuMi Interface

Cites Work

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