Homotopy method for matrix rank minimization based on the matrix hard thresholding method

Numerical Algebra, Control and Optimization, pp. 211-224, 2019.

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Abstract:

Based on the matrix hard thresholding method, a homotopy method is proposed for solving the matrix rank minimization problem. This method iteratively solves a series of regularization subproblems, whose solutions are given in closed form by the matrix hard thresholding operator. Under some mild assumptions, convergence of the proposed met...More

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