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Finding approximately rank-one submatrices with the nuclear norm and $\ell_1$-Norm

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Doan, Xuan Vinh and Vavasis, Stephen (2013) Finding approximately rank-one submatrices with the nuclear norm and $\ell_1$-Norm. SIAM Journal on Optimization, Volume 23 (Number 4). pp. 2502-2540. doi:10.1137/100814251 ISSN 1052-6234.

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Official URL: http://dx.doi.org/10.1137/100814251

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Abstract

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the properties of the optimal solutions. We establish conditions under which the optimal solution of the convex formulation has a specific sparse structure. Finally, we show that, under certain hypotheses, with high probability, the approach can recover the rank-one submatrix even when it is corrupted with random noise and inserted as a submatrix into a much larger random noise matrix.

Item Type: Journal Article
Divisions: Faculty of Arts > English and Comparative Literary Studies > Yesu Persaud Centre for Caribbean Studies
Journal or Publication Title: SIAM Journal on Optimization
Publisher: Society for Industrial and Applied Mathematics
ISSN: 1052-6234
Official Date: 2013
Dates:
DateEvent
2013Published
Volume: Volume 23
Number: Number 4
Page Range: pp. 2502-2540
DOI: 10.1137/100814251
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access

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