A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems.
Xian ZhangDingtao PengYanyan SuPublished in: J. Glob. Optim. (2024)
Keyphrases
- singular values
- low rank matrix
- thresholding algorithm
- optimization problems
- low rank
- singular value decomposition
- objective function
- least squares
- matrix decomposition
- evolutionary algorithm
- missing data
- matrix factorization
- convex optimization
- linear combination
- high dimensional data
- kernel matrix
- high order
- denoising
- semi supervised
- image denoising
- data matrix
- dimensionality reduction
- high dimensional
- small number
- low rank approximation
- similarity measure
- object recognition
- wavelet domain
- data sets
- principal component analysis