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Dec, 2019
无强凸性情况下Frank-Wolfe算法在秩一矩阵恢复中的线性收敛
Linear Convergence of Frank-Wolfe for Rank-One Matrix Recovery Without Strong Convexity
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Dan Garber
TL;DR
研究了低秩矩阵恢复问题的凸松弛问题,给出了使问题具有唯一秩为1的最优解的充分条件,并使用Frank-Wolfe方法和单个秩为1 SVD计算每个迭代来找到一个近似解。
Abstract
We consider
convex optimization
problems which are widely used as convex relaxations for
low-rank matrix recovery
problems. In particular, in several important problems, such as phase retrieval and
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