A Unified Convex Surrogate for the Schatten-

Chen Xu, Zhouchen Lin, Hongbin Zha

Abstract: The Schatten- p norm (0 < p < 1) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some p values, e.g., 1/2, and 2/3. In this paper, we show that for any p , p 1 , and p 2 > 0 satisfying 1/ p