Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage.

Alp Yurtsever Madeleine Udell Joel A. Tropp Volkan Cevher

Published in: AISTATS (2017)

Keyphrases

low rank matrix
nuclear norm
low rank
convex optimization
singular value decomposition
convex relaxation
matrix factorization
globally optimal
dynamic programming
decision variables
matrix completion
sparse matrix