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An Admm-Factorization Algorithm For Low Rank Matrix Completion, Rahman Taleghani, Maziar Salahi

Applications and Applied Mathematics: An International Journal (AAM)

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.