An implementable proximal point algorithmic framework for nuclear norm minimization - Liu, Yong-Jin; Sun, Defeng; Toh, Kim-Chuan (Mathematical programming, 2012)
Keywords: Algorithms; Analysis; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Convergence; Engineering; Full Length Paper; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematical models; Mathematical programming; Mathematics; Mathematics and Statistics; Mathematics of Computing; Minimization; Norms; Numerical Analysis; Optimization; Projection; State of the art; Studies; Theoretical; Nuclear norm minimization; 65K05; 90C25; 90C22; Rank minimization; Gradient projection method; Proximal point method; Accelerated proximal gradient method; 46N10