An ADMM-Factorization Algorithm for Low Rank Matrix Completion

Authors

Rahman Taleghani, University of Guilan
Maziar Salahi, University of Guilan

Abstract

In this paper, we propose an Alternating Direction Method of Multipliers (ADMM) based algorithm that is taking advantage of factorization for the fixed rank matrix completion problem. The convergence of the proposed algorithm to the KKT point is discussed. Finally, on several classes of test problems, its efficiency is compared with several efficient algorithms from the literature.

Recommended Citation

Taleghani, Rahman and Salahi, Maziar (2019). An ADMM-Factorization Algorithm for Low Rank Matrix Completion, Applications and Applied Mathematics: An International Journal (AAM), Vol. 14, Iss. 2, Article 34.
Available at: https://digitalcommons.pvamu.edu/aam/vol14/iss2/34