MINIMIZATION OF NONSMOOTH WEAKLY CONVEX FUNCTION OVER PROX-REGULAR SET FOR ROBUST LOW-RANK MATRIX RECOVERY
We propose a prox-regular-type low-rank constrained nonconvex nonsmooth optimization model for Robust Low-Rank Matrix Recovery (RLRMR), i.e., estimate problem of low-rank matrix from an observed signal corrupted by outliers. For RLRMR, the $\ell_{1}$-norm has been utilized as a convex loss to detect…