A Riemannian rank-adaptive method for low-rank optimization
نویسندگان
چکیده
منابع مشابه
A Riemannian rank-adaptive method for low-rank optimization
This paper presents an algorithm that solves optimization problems on a matrix manifold M ⊆ Rm×n with an additional rank inequality constraint. The algorithm resorts to well-known Riemannian optimization schemes on fixed-rank manifolds, combined with new mechanisms to increase or decrease the rank. The convergence of the algorithm is analyzed and a weighted low-rank approximation problem is use...
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ژورنال
عنوان ژورنال: Neurocomputing
سال: 2016
ISSN: 0925-2312
DOI: 10.1016/j.neucom.2016.02.030