Applications of gauge duality in robust principal component analysis and semidefinite programming

DOI10.1007/s11425-016-0312-1zbMath1380.65106arXiv1601.06893OpenAlexW2262822087MaRDI QIDQ341322

Junfeng Yang, Shi-Qian Ma

Publication date: 16 November 2016

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.06893

zbMATH Keywords

semidefinite programmingsingular value decompositionrobust principal component analysisantipolar setgauge dualitygauge optimizationpolar function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items

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Uses Software

• EIGIFP
• LMaFit
• ADMM_QAP
• PhaseLift

Cites Work

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• Robust principal component analysis?
• Rank-Sparsity Incoherence for Matrix Decomposition
• Dual gauge programs, with applications to quadratic programming and the minimum-norm problem
• An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems
• Gauge Optimization and Duality
• Convex Analysis
• Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization