Recovery of Low-Rank Matrices Under Affine Constraints via a Smoothed Rank Function
Recovery of Low-Rank Matrices Under Affine Constraints via a Smoothed Rank Function
In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this optimization problem. We propose an algorithm based on a smooth approximation of the …