Adaptive Singular Value Thresholding

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jul 2017Embargo end date: 01 Jan 2017Publisher:IEEEJournal:2017 International Conference on Sampling Theory and Applications (SampTA)

Authors: Zarmehi, Nematollah; Marvasti, Farokh;

doi: 10.1109/sampta.2017.8024355 , 10.48550/arxiv.1705.00715

arXiv: 1705.00715

Adaptive Singular Value Thresholding

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Abstract

In this paper, we propose an Adaptive Singular Value Thresholding (ASVT) for low rank recovery under affine constraints. Unlike previous iterative methods that the threshold level is independent of the iteration number, in our proposed method, the threshold in adaptively decreases during iterations. The simulation results reveal that we get better performance with this thresholding strategy.

Related Organizations

Sharif University of Technology (Sharif Policy Research Institute)
Iran (Islamic Republic of)
Sharif University of Technology
Iran (Islamic Republic of)

Keywords

Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

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