An Efficient Method for Convex Constrained Rank Minimization Problems Based on DC Programming
Joint Authors
Xu, Fengmin
Yang, Wanping
Zhao, Jinkai
Source
Mathematical Problems in Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-07-27
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
The constrained rank minimization problem has various applications in many fields including machine learning, control, and signal processing.
In this paper, we consider the convex constrained rank minimization problem.
By introducing a new variable and penalizing an equality constraint to objective function, we reformulate the convex objective function with a rank constraint as a difference of convex functions based on the closed-form solutions, which can be reformulated as DC programming.
A stepwise linear approximative algorithm is provided for solving the reformulated model.
The performance of our method is tested by applying it to affine rank minimization problems and max-cut problems.
Numerical results demonstrate that the method is effective and of high recoverability and results on max-cut show that the method is feasible, which provides better lower bounds and lower rank solutions compared with improved approximation algorithm using semidefinite programming, and they are close to the results of the latest researches.
American Psychological Association (APA)
Yang, Wanping& Zhao, Jinkai& Xu, Fengmin. 2016. An Efficient Method for Convex Constrained Rank Minimization Problems Based on DC Programming. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-13.
https://search.emarefa.net/detail/BIM-1112581
Modern Language Association (MLA)
Yang, Wanping…[et al.]. An Efficient Method for Convex Constrained Rank Minimization Problems Based on DC Programming. Mathematical Problems in Engineering No. 2016 (2016), pp.1-13.
https://search.emarefa.net/detail/BIM-1112581
American Medical Association (AMA)
Yang, Wanping& Zhao, Jinkai& Xu, Fengmin. An Efficient Method for Convex Constrained Rank Minimization Problems Based on DC Programming. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-13.
https://search.emarefa.net/detail/BIM-1112581
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1112581