Bounded Projection Matrix Approximation With Applications to Community Detection

Community detection is an important problem in unsupervised learning. This letter proposes to solve a projection matrix approximation problem with an additional entrywise bounded constraint. Algorithmically, we introduce a new differentiable convex penalty and derive an alternating direction method of multipliers (ADMM) algorithm. Theoretically, we establish the convergence properties of the proposed algorithm. Numerical experiments demonstrate the superiority of our algorithm over its competitors.