The Augmented Lagrange Multiplier Method for Exact Recovery of Corrupted Low-Rank Matrices

[1]  Pablo A. Parrilo,et al.  Rank-Sparsity Incoherence for Matrix Decomposition , 2009, SIAM J. Optim..

[2]  Emmanuel J. Candès,et al.  A Singular Value Thresholding Algorithm for Matrix Completion , 2008, SIAM J. Optim..

[3]  John Wright,et al.  Robust Principal Component Analysis: Exact Recovery of Corrupted Low-Rank Matrices via Convex Optimization , 2009, NIPS.

[4]  Jian-Feng Cai,et al.  Linearized Bregman iterations for compressed sensing , 2009, Math. Comput..

[5]  Emmanuel J. Candès,et al.  Exact Matrix Completion via Convex Optimization , 2008, Found. Comput. Math..

[6]  S. Yun,et al.  An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems , 2009 .

[7]  Marc Teboulle,et al.  A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems , 2009, SIAM J. Imaging Sci..

[8]  Heng Tao Shen,et al.  Principal Component Analysis , 2009, Encyclopedia of Biometrics.

[9]  Arvind Ganesh,et al.  Fast Convex Optimization Algorithms for Exact Recovery of a Corrupted Low-Rank Matrix , 2009 .

[10]  Yin Zhang,et al.  Fixed-Point Continuation for l1-Minimization: Methodology and Convergence , 2008, SIAM J. Optim..

[11]  Wotao Yin,et al.  Bregman Iterative Algorithms for (cid:2) 1 -Minimization with Applications to Compressed Sensing ∗ , 2008 .

[12]  Shimon Ullman,et al.  Uncovering shared structures in multiclass classification , 2007, ICML '07.

[13]  Massimiliano Pontil,et al.  Multi-Task Feature Learning , 2006, NIPS.

[14]  Francis R. Bach,et al.  Low-rank matrix factorization with attributes , 2006, ArXiv.

[15]  Takeo Kanade,et al.  Shape and motion from image streams under orthography: a factorization method , 1992, International Journal of Computer Vision.

[16]  R. Larsen.  Lanczos Bidiagonalization With Partial Reorthogonalization , 1998 .

[17]  Bingsheng He,et al.  Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities , 1998, Oper. Res. Lett..

[18]  Robert R. Meyer,et al.  A variable-penalty alternating directions method for convex optimization , 1998, Math. Program..

[19]  G. Papavassilopoulos,et al.  On the rank minimization problem over a positive semidefinite linear matrix inequality , 1997, IEEE Trans. Autom. Control..

[20]  Jack Yurkiewicz,et al.  Constrained optimization and Lagrange multiplier methods, by D. P. Bertsekas, Academic Press, New York, 1982, 395 pp. Price: $65.00 , 1985, Networks.

[21]  Y. Nesterov.  A method for solving the convex programming problem with convergence rate O(1/k^2) , 1983 .

[22]  K. Schittkowski,et al.  NONLINEAR PROGRAMMING , 2022 .