Generalized Singular Value Thresholding

Canyi Lu, Changbo Zhu, Chunyan Xu +2

This work studies the Generalized Singular Value Thresholding (GSVT) operator ${\text{Prox}}_g^{\sigma }(\cdot )$, \begin{equation*} {\text{Prox}}_{g}^{σ}(B)=\arg\min\limits_{X}\sum_{i=…