Title
A Riemannian rank-adaptive method for low-rank optimization.
Abstract
This paper presents an algorithm that solves optimization problems on a matrix manifold M⊆Rm×n with an additional rank inequality constraint. The algorithm resorts to well-known Riemannian optimization schemes on fixed-rank manifolds, combined with new mechanisms to increase or decrease the rank. The convergence of the algorithm is analyzed and a weighted low-rank approximation problem is used to illustrate the efficiency and effectiveness of the algorithm.
Year
DOI
Venue
2016
10.1016/j.neucom.2016.02.030
Neurocomputing
Keywords
Field
DocType
Low-rank optimization,Rank-constrained optimization,Riemannian manifold,Fixed-rank manifold,Low-rank approximation
Convergence (routing),Applied mathematics,Riemannian manifold,Adaptive method,Matrix (mathematics),Riemannian optimization,Artificial intelligence,Optimization problem,Manifold,Combinatorics,Pattern recognition,Low-rank approximation,Mathematics
Journal
Volume
ISSN
Citations 
192
0925-2312
2
PageRank 
References 
Authors
0.36
14
5
Name
Order
Citations
PageRank
Guifang Zhou120.36
Wen Huang2778.07
Kyle Gallivan3889154.22
Paul van Dooren464990.48
Pierre-Antoine Absil534834.17