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SIAMJO
2011
12 years 12 months ago
Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
Many applications arising in a variety of fields can be well illustrated by the task of recovering the low-rank and sparse components of a given matrix. Recently, it is discovered...
Min Tao, Xiaoming Yuan
EOR
2010
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13 years 5 months ago
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
Jie Sun, Su Zhang