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Mathematics > Optimization and Control

Title: Reweighted Quasi Norm Regularized Low-Rank Factorization for Matrix Robust PCA

Abstract: Robust Principal Component Analysis (RPCA) and its associated non-convex relaxation methods constitute a significant component of matrix completion problems, wherein matrix factorization strategies effectively reduce dimensionality and enhance computational speed. However, some non-convex factorization forms lack theoretical guarantees. This paper proposes a novel strategy in non-convex quasi-norm representation, introducing a method to obtain weighted matrix quasi-norm factorization forms. Especially, explicit bilinear factor matrix factorization formulations for the weighted logarithmic norm and weighted Schatten-$q$ quasi norms with $q=1, 1/2, 2/3$ are provided, along with the establishment of corresponding matrix completion models. An Alternating Direction Method of Multipliers (ADMM) framework algorithm is employed for solving, and convergence results of the algorithm are presented.
Subjects: Optimization and Control (math.OC)
Cite as: arXiv:2403.18400 [math.OC]
  (or arXiv:2403.18400v1 [math.OC] for this version)

Submission history

From: Zhenzhi Qin [view email]
[v1] Wed, 27 Mar 2024 09:41:51 GMT (29kb)

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