A Modified Accelerated Proxomal Gradient Algorithm for Low-rank Matrix Completion
It is important to design a fast algorithm to adapt to large-scale data to solve the low-rank matrix completion.In this paper,by changing the step size of the accelerated proximal gradient algorithm,an affine combination is added to the proximal best point of the approximate function and the last iteration point.By controlling the affine coefficient,the new iteration points can be made close to the original function,which can improve the efficiency of the algorithm while maintaining the simple accuracy.The global convergence anal-ysis is also given.Finally,the effectiveness and stability of the proposed algorithm are proved by numerical experiments.
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