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The problem of recovering a low $n$-rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics…

Optimization and Control · Mathematics 2014-04-09 Min Zhang , Lei Yang , Zheng-Hai Huang

This paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) that is widely used for minimizing composite convex functions with a nonsmooth term such as the $\ell_1$ regularizer. In particular,…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

We show that the maximization of the sum degrees-of-freedom for the static flat-fading multiple-input multiple-output (MIMO) interference channel is equivalent to a rank constrained rank minimization problem (RCRM), when the signal spaces…

Information Theory · Computer Science 2015-03-17 Dimitris S. Papailiopoulos , Alexandros G. Dimakis

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

Low-rank regularization (LRR) has been widely applied in various machine learning tasks, but the associated optimization is challenging. Directly optimizing the rank function under constraints is NP-hard in general. To overcome this…

Machine Learning · Computer Science 2025-05-22 Naiqi Li , Yuqiu Xie , Peiyuan Liu , Tao Dai , Yong Jiang , Shu-Tao Xia

As surrogate functions of $L_0$-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

Machine Learning · Computer Science 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Anders Rantzer , Pontus Giselsson

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Recently, low-rank matrix recovery theory has been emerging as a significant progress for various image processing problems. Meanwhile, the group sparse coding (GSC) theory has led to great successes in image restoration (IR) problem with…

Image and Video Processing · Electrical Eng. & Systems 2020-05-26 Yunyi Li , Guan Gui , Xiefeng Cheng

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…

Information Theory · Computer Science 2009-03-30 Kiryung Lee , Yoram Bresler

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

Low-rank tensor completion problem aims to recover a tensor from limited observations, which has many real-world applications. Due to the easy optimization, the convex overlapping nuclear norm has been popularly used for tensor completion.…

Machine Learning · Computer Science 2019-01-24 Quanming Yao , James T Kwok , Bo Han

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou