Oct 2017

This subdirectory contains the following Matlab source codes:

LRS_rank.m               Solving simultaneously low rank and sparse matrix problems using SDCAM: keeping low rank constraint *** further optimized on May 16, 2018

LRS_sparse.m             Solving simultaneously low rank and sparse matrix problems using SDCAM: keeping sparsity constraint *** further optimized on May 16, 2018

Run_test.m               run codes.

soft_thresh.m            Subroutine for l1 prox

Implementation and numerical experience with the above codes are described in the paper: 
    Tianxiang Liu, Ting Kei Pong and Akiko Takeda
    "A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems",
    Submitted.
This code was last updated on May 16, 2018.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong tk.pong@polyu.edu.hk