Principal Component Pursuit Matrix Optimization Problem

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Algorithms Analyst
Algorithms Analyst 2014-1-15
编辑： Matt J 2014-1-15
Hi all
How can I solve this problem
let say A is any matrix
then minimize |L|+lambda||S|| subject to L+S=A.
where L is a low rank matric and S is a sparse matrix..The superposition of L and S gives the original matrice A
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Matt J
Matt J 2014-1-15
编辑：Matt J 2014-1-15
What does the || operator signify? Absolute value? Frobenius or some other norm? Determinant?
Also, what are the unknowns? All elements of L and S? If all matrix elements can be chosen freely (apart from the constraint L+S=A), what is to ensure that L will be low rank and what is to ensure that S will be sparse?

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