A new perspective on low-rank optimization.
Dimitris BertsimasRyan Cory-WrightJean PauphiletPublished in: Math. Program. (2023)
Keyphrases
- low rank
- convex optimization
- nuclear norm
- linear combination
- missing data
- matrix completion
- matrix factorization
- low rank matrix
- singular value decomposition
- high dimensional data
- kernel matrix
- matrix decomposition
- rank minimization
- trace norm
- semi supervised
- minimization problems
- low rank matrices
- robust principal component analysis
- convex relaxation
- norm minimization
- affinity matrix
- singular values
- high order
- machine learning
- low rank representation
- image processing
- feature selection