English

Strongly Convex Programming for Principal Component Pursuit

Information Theory 2012-09-21 v1 math.IT Numerical Analysis

Abstract

In this paper, we address strongly convex programming for princi- pal component pursuit with reduced linear measurements, which decomposes a superposition of a low-rank matrix and a sparse matrix from a small set of linear measurements. We first provide sufficient conditions under which the strongly convex models lead to the exact low-rank and sparse matrix recov- ery; Second, we also give suggestions on how to choose suitable parameters in practical algorithms.

Keywords

Cite

@article{arxiv.1209.4405,
  title  = {Strongly Convex Programming for Principal Component Pursuit},
  author = {Qingshan You and Qun Wan and Yipeng Liu},
  journal= {arXiv preprint arXiv:1209.4405},
  year   = {2012}
}

Comments

10 pages

R2 v1 2026-06-21T22:08:13.661Z