Fixed Point and Bregman Method for Matrix Rank Minimization and Matrix Completion

A matlab code for solving matrix completion and matrix rank minimization problems. [download]

References:

• Shiqian Ma, Donald Goldfarb and Lifeng Chen. Fixed Point and Bregman Iterative Methods for Matrix Rank Minimization. Mathematical Programming Series A. 128 (1): 321-353, 2011. [link]

• Donald Goldfarb and Shiqian Ma. Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization. Foundations of Computational Mathematics. 11 (2): 183-210, 2011. [link]