Principal Component Pursuit Matrix Optimization Problem

조회 수: 1 (최근 30일)
Algorithms Analyst
Algorithms Analyst 2014년 1월 15일
편집: Matt J 2014년 1월 15일
Hi all
How can I solve this problem
let say A is any matrix
then minimize |L|+lambda||S|| subject to L+S=A.
where L is a low rank matric and S is a sparse matrix..The superposition of L and S gives the original matrice A
  댓글 수: 1
Matt J
Matt J 2014년 1월 15일
편집: Matt J 2014년 1월 15일
What does the || operator signify? Absolute value? Frobenius or some other norm? Determinant?
Also, what are the unknowns? All elements of L and S? If all matrix elements can be chosen freely (apart from the constraint L+S=A), what is to ensure that L will be low rank and what is to ensure that S will be sparse?

댓글을 달려면 로그인하십시오.

답변 (0개)

카테고리

Help CenterFile Exchange에서 Linear Programming and Mixed-Integer Linear Programming에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by