Proximal iteratively reweighted algorithm for low-rank matrix recovery

Abstract This paper proposes a proximal iteratively reweighted algorithm to recover a low-rank matrix based on the weighted fixed point method. The weighted singular value thresholding problem gains a closed form solution because of the special properties of nonconvex surrogate functions. Besides, t...

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Bibliographic Details
Main Authors: Chao-Qun Ma, Yi-Shuai Ren
Format: Article
Language:English
Published: SpringerOpen 2018-01-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-017-1602-x