A modified nearly exact method for solving low-rank trust region subproblem.
Zhaosong LuRenato D. C. MonteiroPublished in: Math. Program. (2007)
Keyphrases
- low rank
- trust region
- linear combination
- matrix factorization
- convex optimization
- missing data
- global optimum
- singular value decomposition
- column generation
- optimization methods
- high dimensional data
- kernel matrix
- semi supervised
- high order
- integer programming
- dynamic programming
- training data
- data sets
- collaborative filtering
- least squares
- high dimensional
- data analysis