Lee, Jon; Zou, Bai - In: Journal of Global Optimization 60 (2014) 2, pp. 307-315
We describe a branch-and-bound (b&b) method aimed at searching for an exact solution of the fundamental problem of decomposing a matrix into the sum of a sparse matrix and a low-rank matrix. Previous heuristic techniques employed convex and nonconvex optimization. We leverage and extend those...