Accelerating nuclear-norm regularized low-rank matrix optimization through Burer-Monteiro decomposition
arXiv:2204.14067v4 Announce Type: replace Abstract: This work proposes a rapid algorithm, BM-Global, for nuclear-norm-regularized convex and low-rank matrix optimization problems. BM-Global efficiently decreases the objective value via low-cost steps leveraging the nonconvex but smooth Burer-Monteiro (BM) decomposition, while effectively escapes…
