Low-rank optimization for distance matrix completion
2011 50th IEEE Conference on Decision and Control and European …, 2011•ieeexplore.ieee.org
This paper addresses the problem of low-rank distance matrix completion. This problem
amounts to recover the missing entries of a distance matrix when the dimension of the data
embedding space is possibly unknown but small compared to the number of considered
data points. The focus is on high-dimensional problems. We recast the considered problem
into an optimization problem over the set of low-rank positive semidefinite matrices and
propose two efficient algorithms for low-rank distance matrix completion. In addition, we …
amounts to recover the missing entries of a distance matrix when the dimension of the data
embedding space is possibly unknown but small compared to the number of considered
data points. The focus is on high-dimensional problems. We recast the considered problem
into an optimization problem over the set of low-rank positive semidefinite matrices and
propose two efficient algorithms for low-rank distance matrix completion. In addition, we …
This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We recast the considered problem into an optimization problem over the set of low-rank positive semidefinite matrices and propose two efficient algorithms for low-rank distance matrix completion. In addition, we propose a strategy to determine the dimension of the embedding space. The resulting algorithms scale to high-dimensional problems and monotonically converge to a global solution of the problem. Finally, numerical experiments illustrate the good performance of the proposed algorithms on benchmarks.
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