Proximal algorithms for constrained composite optimization, with applications to solving low-rank SDPs.

Yu Bai John C. Duchi Song Mei

Published in: CoRR (2019)

Keyphrases

low rank
optimization problems
learning algorithm
missing data
singular value decomposition
minimization problems
small number
linear combination
convex optimization
matrix completion
convex optimization problems
rank minimization
pattern recognition
matrix factorization
optimization methods