Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs.
Sebastian GarreisMichael UlbrichPublished in: SIAM J. Sci. Comput. (2017)
Keyphrases
- constrained optimization
- low rank
- matrix completion
- constrained optimization problems
- matrix factorization
- lagrange multipliers
- high order
- objective function
- missing data
- partial differential equations
- singular value decomposition
- convex optimization
- data analysis
- image processing
- low rank matrix
- unconstrained optimization
- high dimensional data
- linear combination
- collaborative filtering
- kernel matrix
- nearest neighbor
- augmented lagrangian
- minimization problems
- rank minimization