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arXiv 1612.03393math.OC
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变换仿射矩阵秩最小化精确恢复低秩矩阵

Exact recovery low-rank matrix via transformed affine matrix rank minimization

Angang Cui, Jigen Peng, Haiyang Li

摘要:

仿射矩阵秩最小化问题的目标是在线性约束下重构一个低秩或近似低秩的矩阵。一般来说,这个问题是组合的和NP-难的。本文研究了一个非凸分式函数来近似矩阵的秩,并将这个NP难问题转化为一个变换的仿射矩阵秩最小化问题。建立了这两个问题之间的等价性,证明了变换后的仿射矩阵秩最小化问题的全局最小解的唯一性在满足一定条件的情况下也解决了仿射矩阵秩最小化问题。证明了变换后的仿射矩阵秩最小化问题的最优解可以通过求解其正则化问题来近似得到,并给出了适当的小$λ>0$ .最后,利用DC算法求解正则化变换后的仿射矩阵秩最小化问题,并对图像修复问题进行了数值实验,结果表明,与现有的一些算法相比,该方法在恢复低秩图像方面具有较好的效果。

英文摘要:

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function is studied to approximate the rank of a matrix and translate this NP-hard problem into a transformed affine matrix rank minimization problem. The equivalence between these two problems is established, and we proved that the uniqueness of the global minimizer of transformed affine matrix rank minimization problem also solves affine matrix rank minimization problem if some conditions are satisfied. Moreover, we also proved that the optimal solution to the transformed affine matrix rank minimization problem can be approximately obtained by solving its regularization problem for some proper smaller $λ>0$. Lastly, the DC algorithm is utilized to solve the regularization transformed affine matrix rank minimization problem and the numerical experiments on image inpainting problems show that our method performs effectively in recovering low-rank images compared with some state-of-art algorithms.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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