Low-rank matrix recovery with Ky Fan 2-k-norm

11 Apr 2019  ·  Doan Xuan Vinh, Vavasis Stephen ·

We propose Ky Fan 2-k-norm-based models for the nonconvex low-rank matrix recovery problem. A general difference of convex algorithm (DCA) is developed to solve these models. Numerical results show that the proposed models achieve high recoverability rates.

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Optimization and Control