Low-Rank Optimization on the Cone of Positive Semidefinite Matrices.
Michel JournéeFrancis R. BachPierre-Antoine AbsilRodolphe SepulchrePublished in: SIAM J. Optim. (2010)
Keyphrases
- low rank
- positive semidefinite matrices
- positive semidefinite
- kernel matrix
- linear combination
- convex optimization
- matrix factorization
- missing data
- complementarity problems
- singular value decomposition
- semi supervised
- high order
- high dimensional data
- semidefinite programming
- semidefinite
- interior point
- data analysis
- convex relaxation
- collaborative filtering
- convex sets
- interior point methods