报告题目:Matrix Recovery with Incomplete Samples via Non-monotone Alternating
Directional Method
报告人:王川龙教授 (太原师范学院)
报告时间:周五(5月17号)下午 4:30-5:30
报告地点:数学楼203学术报告厅
报告摘要:Low-rank and sparse structures have been frequently exploited in matrix recovery and robust matrix completion. In this paper, we develop an alternating directional method and its variant equipped with the non-monotone search procedure for solving low-rank and sparse structure matrix completion problems, where the concerned matrix with incomplete data is separable into a low-rank part and a sparse part. To some extent, the non-monotone strategy greatly improves the performance of the alternating directional method. Theoretically, we proof the global convergence of the two proposed algorithms under some mild conditions. The efficiency and effectiveness of the proposed algorithms are demonstrated by solving some instances of random incomplete matrix recovery problems.