Strongly convex programming for exactmatrix completion and robust principal component analysis

Hui Zhang; Jian-Feng Cai; Lizhi Cheng; Jubo Zhu

doi:10.3934/ipi.2012.6.357

Article Contents

2012, Volume 6, Issue 2: 357-372. Doi: 10.3934/ipi.2012.6.357

This issue Previous Article Reconstruction of the singularities of a potential from backscattering data in 2D and 3D Next Article

Strongly convex programming for exact matrix completion and robust principal component analysis

1.
Department of Mathematics and Systems Science, National University of Defense Technology, Changsha, Hunan 410073
2.
Department of Mathematics, University of Iowa, Iowa City, IA 52242

Received: June 30, 2011

Revised: December 31, 2011

Published: April 2012

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Abstract

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently, especially after the publication of the pioneering works of Candès et al.. One fundamental result in MC and RPCA is that nuclear norm based convex optimizations lead to the exact low-rank matrix recovery under suitable conditions. In this paper, we extend this result by showing that strongly convex optimizations can guarantee the exact low-rank matrix recovery as well. The result in this paper not only provides sufficient conditions under which the strongly convex models lead to the exact low-rank matrix recovery, but also guides us on how to choose suitable parameters in practical algorithms.

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Mathematics Subject Classification: Primary: 15B52, 90C25; Secondary: 60B20, 94A08, 94A12.

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