Adaptive Singular Value Thresholding (1705.00715v2)

Published 1 May 2017 in math.OC

Abstract: In this paper, we propose an Adaptive Singular Value Thresholding (ASVT) for low rank recovery under affine constraints. Unlike previous iterative methods that the threshold level is independent of the iteration number, in our proposed method, the threshold in adaptively decreases during iterations. The simulation results reveal that we get better performance with this thresholding strategy.

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