Generalized singular value thresholding operator to affine matrix rank minimization problem

Angang Cui; Haiyang Li; Jigen Peng; Junxiong Jia

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arXiv · 1707.00573

Generalized singular value thresholding operator to affine matrix rank minimization problem

Angang Cui·Haiyang Li·Jigen Peng·Junxiong Jia

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Abstract

It is well known that the affine matrix rank minimization problem is NP-hard and all known algorithms for exactly solving it are doubly exponential in theory and in practice due to the combinational nature of the rank function. In this paper, a generalized singular value thresholding operator is generated to solve the affine matrix rank minimization problem. Numerical experiments show that our algorithm performs effectively in finding a low-rank matrix compared with some state-of-art methods.

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BibTeX RIS

Angang Cui, Haiyang Li, Jigen Peng, Junxiong Jia. 2017-07-03. Generalized singular value thresholding operator to affine matrix rank minimization problem. https://arxiv.org/abs/1707.00573

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