Efficient Low-rank Identification via Accelerated Iteratively Reweighted Nuclear Norm Minimization

arXiv:2406.15713v1 Announce Type: cross
Abstract: This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the nonconvex low-rank minimization problem. Two major novelties characterize our approach. Firstly, the proposed method possesses a rank identification property, enabling the provable identification of the "correct" rank of the stationary point within a finite number of iterations. Secondly, we introduce an …

abstract arxiv cs.lg function identification low major math.oc matrix norm nuclear paper problem sum the matrix type via