Principal Component Pursuit Matrix Optimization Problem
1 view (last 30 days)
Show older comments
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
1 Comment
Matt J
on 15 Jan 2014
Edited: Matt J
on 15 Jan 2014
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?
Answers (0)
See Also
Categories
Find more on Linear Programming and Mixed-Integer Linear Programming in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!