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Finding Low-Rank Solutions via Nonconvex Matrix Factorization, Efficiently and Provably

SIAM JOURNAL ON IMAGING SCIENCES, no. 4 (2018): 2165-2204

Cited by: 81|Views57
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Abstract

A rank-r matrix X is an element of R-mxn can be written as a product UVT, where U is an element of R(mxr )and V is an element of R-nxr. One could exploit this observation in optimization: e.g., consider the minimization of a convex function f(X) over rank-r matrices, where the set of low-rank matrices is modeled via UVT . Though such para...More

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