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Nuclear Norm Minimization
iterative algorithm
applies
shrink operator
consecutively
Definition
A
0
=
0
,
A
t
+
1
=
A
t
+
η
t
Π
Ω
(
A
−
shrink
τ
(
A
t
)
)
Convergence
shrink
τ
(
A
t
)
→
t
→
∞
A
∗
=
arg
min
B
{
|
|
B
|
|
∗
+
1
2
τ
|
|
B
|
|
F
2
}
,
s.t.
Π
Ω
(
A
−
B
)
=
0