Accurate Optimization of Weighted Nuclear Norm for Non-Rigid Structure from Motion
Fitting a matrix of a given rank to data in a least squares sense can be done very effectively using 2nd order methods such as Levenberg-Marquardt by explicitly optimizing over a bilinear parameterization of the matrix. In contrast, when applying more general singular value penalties, such as weighted nuclear norm priors, direct optimization over the elements of the matrix is typically used. Due t