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A SINGULAR VALUE THRESHOLDING ALGORITHM FOR MATRIX COMPLETION
Nuclear norm minimization matrix completion singular value thresholding Lagrange dual function Uzawa’s algorithm and linearized Bregman iteration
2015/6/17
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxat...
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
A General Iterative Shrinkage Thresholding Algorithm Non-convex Regularized Optimization Problems
2013/5/2
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterp...