本文研究一类低秩矩阵优化问题,其中惩罚项为目标矩阵奇异值的l_(p)(0<p<1)正则函数.基于半阈值函数在稀疏/低秩恢复问题中的良好性能,本文提出奇异值半阈值(singular value half thresholding,SVHT)算法来求解l_(p)正则矩阵优化...本文研究一类低秩矩阵优化问题,其中惩罚项为目标矩阵奇异值的l_(p)(0<p<1)正则函数.基于半阈值函数在稀疏/低秩恢复问题中的良好性能,本文提出奇异值半阈值(singular value half thresholding,SVHT)算法来求解l_(p)正则矩阵优化问题.SVHT算法的主要迭代利用了子问题的闭式解,但与现有算法不同,其本质上是对目标函数在当前点进行局部1/2近似,而不是局部线性或局部二次近似.通过构造目标函数的Lipschitz和非Lipschitz近似函数,本文证明了SVHT算法生成序列的任意聚点都是问题的一阶稳定点.在数值实验中,利用模拟数据和实际图像数据的低秩矩阵补全问题对SVHT算法进行测试.大量的数值结果表明,SVHT算法对低秩矩阵优化问题在速度、精度和鲁棒性等方面都表现优异.展开更多
this paper,we introduce the L_(p) Shephard problem on entropy of log-concave functions,a comparison problem:whether ∏_(p)f≤∏_(p)g implies that Ent(f)≥Ent(g),for 1≤p<n,and Ent(f)≤Ent(g),for n<p,where ∏_(p)...this paper,we introduce the L_(p) Shephard problem on entropy of log-concave functions,a comparison problem:whether ∏_(p)f≤∏_(p)g implies that Ent(f)≥Ent(g),for 1≤p<n,and Ent(f)≤Ent(g),for n<p,where ∏_(p)f is the L_(p) projection body of a log-concave function f.Our results give a partial answer to this problem.展开更多
Based on the notion of the complex L_(p)centroid body,we establish Brunn-Minkowski type inequalities and monotonicity inequalities for complex L_(p)centroid bodies in this article.Moreover,we obtain the affirmative fo...Based on the notion of the complex L_(p)centroid body,we establish Brunn-Minkowski type inequalities and monotonicity inequalities for complex L_(p)centroid bodies in this article.Moreover,we obtain the affirmative form of Shephard type problem for the complex L_(p)centroid bodies and its negative form.展开更多
文摘本文研究一类低秩矩阵优化问题,其中惩罚项为目标矩阵奇异值的l_(p)(0<p<1)正则函数.基于半阈值函数在稀疏/低秩恢复问题中的良好性能,本文提出奇异值半阈值(singular value half thresholding,SVHT)算法来求解l_(p)正则矩阵优化问题.SVHT算法的主要迭代利用了子问题的闭式解,但与现有算法不同,其本质上是对目标函数在当前点进行局部1/2近似,而不是局部线性或局部二次近似.通过构造目标函数的Lipschitz和非Lipschitz近似函数,本文证明了SVHT算法生成序列的任意聚点都是问题的一阶稳定点.在数值实验中,利用模拟数据和实际图像数据的低秩矩阵补全问题对SVHT算法进行测试.大量的数值结果表明,SVHT算法对低秩矩阵优化问题在速度、精度和鲁棒性等方面都表现优异.
基金The National Natural Science Foundation of China(11701373)The Shanghai Sailing Program(17YF1413800)。
文摘this paper,we introduce the L_(p) Shephard problem on entropy of log-concave functions,a comparison problem:whether ∏_(p)f≤∏_(p)g implies that Ent(f)≥Ent(g),for 1≤p<n,and Ent(f)≤Ent(g),for n<p,where ∏_(p)f is the L_(p) projection body of a log-concave function f.Our results give a partial answer to this problem.
基金Supported by the National Natural Science Foundation of China(11901346)
文摘Based on the notion of the complex L_(p)centroid body,we establish Brunn-Minkowski type inequalities and monotonicity inequalities for complex L_(p)centroid bodies in this article.Moreover,we obtain the affirmative form of Shephard type problem for the complex L_(p)centroid bodies and its negative form.
