An Apocalypse-Free First-Order Low-Rank Optimization Algorithm with at Most One Rank Reduction Attempt per Iteration.
Guillaume OlikierPierre-Antoine AbsilPublished in: SIAM J. Matrix Anal. Appl. (2023)
Keyphrases
- optimization algorithm
- low rank
- frobenius norm
- nuclear norm
- multi objective
- singular values
- convex optimization
- linear combination
- low rank approximation
- matrix completion
- missing data
- matrix factorization
- semi supervised
- low rank matrix
- singular value decomposition
- rank minimization
- kernel matrix
- differential evolution
- high order
- higher order
- matrix decomposition
- high dimensional data
- optimization method
- trace norm
- rank constraint
- low rank matrices
- evolutionary multi objective
- robust principal component analysis
- minimization problems
- objective function
- hybrid optimization algorithm
- high dimensional
- feature selection
- data mining
- neural network