Title
A Nonconvex Relaxation Approach For Rank Minimization Problems
Abstract
Recently, solving rank minimization problems by leveraging nonconvex relaxations has received significant attention. Some theoretical analyses demonstrate that it can provide a better approximation of original problems than convex relaxations. However, designing an effective algorithm to solve nonconvex optimization problems remains a big challenge. In this paper, we propose an Iterative Shrinkage-Thresholding and Reweighted Algorithm (ISTRA) to solve rank minimization problems using the nonconvex weighted nuclear norm as a low rank regularizer. We prove theoretically that under certain assumptions our method achieves a high-quality local optimal solution efficiently. Experimental results on synthetic and real data show that the proposed ISTRA algorithm outperforms state-of-the-art methods in both accuracy and efficiency.
Year
Venue
Keywords
2015
PROCEEDINGS OF THE TWENTY-NINTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE
optimization
Field
DocType
Citations 
Mathematical optimization,Matrix completion,Computer science,Matrix norm,Regular polygon,Optimization problem,Rank minimization
Conference
5
PageRank 
References 
Authors
0.41
8
5
Name
Order
Citations
PageRank
Xiaowei Zhong1241.30
Linli Xu279042.51
Yitan Li3323.11
Zhiyuan Liu450.41
Enhong Chen52106165.57