Articles

Proximity point algorithm for low-rank matrix recovery from sparse noise corrupted data

Expand
  • 1. School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, Hunan Province, P. R. China;
    2. Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, Hunan Province, P. R. China;
    3. Department of Mathematics and Computational Science, College of Science, National University of Defense Technology, Changsha 410073, P. R. China

Received date: 2013-04-07

  Revised date: 2013-05-27

  Online published: 2014-02-18

Abstract

The method of recovering a low-rank matrix with an unknown fraction whose entries are arbitrarily corrupted is known as the robust principal component analysis (RPCA). This RPCA problem, under some conditions, can be exactly solved via convex optimization by minimizing a combination of the nuclear norm and the l1 norm. In this paper, an algorithm based on the Douglas-Rachford splitting method is proposed for solving the RPCA problem. First, the convex optimization problem is solved by canceling the constraint of the variables, and then the proximity operators of the objective function are computed alternately. The new algorithm can exactly recover the low-rank and sparse components simultaneously, and it is proved to be convergent. Numerical simulations demonstrate the practical utility of the proposed algorithm.

Cite this article

ZHU Wei;SHU Shi;CHENG Li-Zhi . Proximity point algorithm for low-rank matrix recovery from sparse noise corrupted data[J]. Applied Mathematics and Mechanics, 2014 , 35(2) : 259 -268 . DOI: 10.1007/s10483-014-1788-6

Outlines

/

APS Journals | CSTAM Journals | AMS Journals | EMS Journals | ASME Journals