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