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Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

最优化与控制 · 数学 2021-03-30 April Sagan , John E. Mitchell

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…

信息论 · 计算机科学 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

最优化与控制 · 数学 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

最优化与控制 · 数学 2018-11-12 Christian Grussler , Pontus Giselsson

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…

信息论 · 计算机科学 2009-03-30 Kiryung Lee , Yoram Bresler

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

最优化与控制 · 数学 2016-08-16 Shimeng Huang , Henry Wolkowicz

Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…

系统与控制 · 电气工程与系统科学 2025-06-04 Mingzhou Yin , Matthias A. Müller

Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…

计算机视觉与模式识别 · 计算机科学 2020-12-11 Zhanxuan Hu , Feiping Nie , Rong Wang , Xuelong Li

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…

机器学习 · 计算机科学 2016-01-20 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

统计理论 · 数学 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is…

最优化与控制 · 数学 2016-11-17 Benjamin Recht , Weiyu Xu , Babak Hassibi

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

计算机视觉与模式识别 · 计算机科学 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

最优化与控制 · 数学 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

Low-rank matrix completion (LRMC) has demonstrated remarkable success in a wide range of applications. To address the NP-hard nature of the rank minimization problem, the nuclear norm is commonly used as a convex and computationally…

计算机视觉与模式识别 · 计算机科学 2025-12-25 Zhijie Wang , Liangtian He , Qinghua Zhang , Jifei Miao , Liang-Jian Deng , Jun Liu

It is an efficient and effective strategy to utilize the nuclear norm approximation to learn low-rank matrices, which arise frequently in machine learning and computer vision. So the exploration of nuclear norm minimization problems is…

信息论 · 计算机科学 2010-11-24 Guangcan Liu , Ju Sun , Shuicheng Yan

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

系统与控制 · 计算机科学 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

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…

最优化与控制 · 数学 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation…

计算机视觉与模式识别 · 计算机科学 2015-11-02 Zhao Kang , Chong Peng , Qiang Cheng

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

统计理论 · 数学 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon

Recht, Fazel, and Parrilo provided an analogy between rank minimization and $\ell_0$-norm minimization. Subject to the rank-restricted isometry property, nuclear norm minimization is a guaranteed algorithm for rank minimization. The…

数值分析 · 数学 2009-05-01 Kiryung Lee , Yoram Bresler
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