S_1/2 Regularization Methods and Fixed Point Algorithms for Affine Rank Minimization Problems
The affine rank minimization problem is to minimize the rank of a matrix under linear constraints. It has many applications in various areas such as statistics, control, system identification and machine learning. Unlike the literatures which use the nuclear norm or the general Schatten $q~(0<q<1)$ quasi-norm to approximate the rank of a matrix, in this … Read more