Matrix completion with nonconvex regularization: spectral operators and scalable algorithms
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DOI: 10.1007/s11222-020-09939-5
Abstract: In this paper, we study the popularly dubbed matrix completion problem, where the task is to “fill in” the unobserved entries of a matrix from a small subset of observed entries, under the assumption that… read more here.
Keywords: completion; nonconvex regularization; matrix completion; low rank ... See more keywords
3-D Array Image Data Completion by Tensor Decomposition and Nonconvex Regularization Approach
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DOI: 10.1109/tsp.2022.3201330
Abstract: Various image datasets appear naturally in the form of multi-dimensional arrays (hypermatrices), called tensors. Image with incomplete entries, which often can be formulated as the low-rank tensor completion problem, is practically important in order to… read more here.
Keywords: rank; tensor; nonconvex regularization; regularization approach ... See more keywords
A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm
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DOI: 10.1287/ijoc.2021.0255
Abstract: We propose a new nonconvex regularization scheme to improve the performance of the stochastic dual dynamic programming (SDDP) algorithm for solving large-scale multistage stochastic programs. Specifically, we use a class of nonconvex regularization functions, namely… read more here.
Keywords: stochastic dual; nonconvex regularization; dual dynamic; regularization ... See more keywords