I am trying to optimize the following matrix function
$\min_{H,V}$ $\|A-HV\|_F^2$
under the following constraints (1) $H$ is low rank (2) $V$ is positive (all entries of $V$ are non-negative)
Any pointers will be welcome ??
- can I alternate between solving for $H$ and $V$
- fix $H$ and solve for $V$ and then vice-versa