Closed-Form Solutions to A Category of Nuclear Norm Minimization Problems

Abstract: It is an efficient and effective strategy to utilize the nuclear norm approximation to learn low-rank matrices, which arise frequently in machine learning and computer vision. So the exploration of nuclear norm minimization problems is gaining much attention recently. In this paper we shall prove that the following Low-Rank Representation (LRR) \cite{icml_2010_lrr,lrr_extention} problem: {eqnarray*} \min_{Z} \norm{Z}_, & {s.t.,} & X=AZ, {eqnarray} has a unique and closed-form solution, where $X$ and $A$ are given matrices. The proof is based on proving a lemma that allows us to get closed-form solutions to a category of nuclear norm minimization problems.