Unified Scalable Equivalent Formulations for Schatten Quasi-Norms

2 Jun 2016 Fanhua Shang Yuanyuan Liu James Cheng

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problems, due to the SVD or EVD of the whole matrix in each iteration... (read more)

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