English
Related papers

Related papers: A Riemannian geometry for low-rank matrix completi…

200 papers

This paper studies the quotient geometry of bounded or fixed-rank correlation matrices. We establish a bijection between the set of bounded-rank correlation matrices and a quotient set of a spherical product manifold by an orthogonal group.…

Metric Geometry · Mathematics 2024-07-30 Hengchao Chen

Large-scale optimization problems arising from the discretization of problems involving PDEs sometimes admit solutions that can be well approximated by low-rank matrices. In this paper, we will exploit this low-rank approximation property…

Numerical Analysis · Mathematics 2024-05-01 Marco Sutti , Bart Vandereycken

This paper exploits a basic connection between sequential quadratic programming and Riemannian gradient optimization to address the general question of selecting a metric in Riemannian optimization, in particular when the Riemannian…

Optimization and Control · Mathematics 2016-03-10 Bamdev Mishra , Rodolphe Sepulchre

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

Optimization and Control · Mathematics 2024-09-18 Juan Zhou , Kangkang Deng , Hongxia Wang , Zheng Peng

We propose Riemannian preconditioned algorithms for the tensor completion problem via tensor ring decomposition. A new Riemannian metric is developed on the product space of the mode-2 unfolding matrices of the core tensors in tensor ring…

Optimization and Control · Mathematics 2023-11-15 Bin Gao , Renfeng Peng , Ya-xiang Yuan

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

Optimization and Control · Mathematics 2020-11-24 Guang-Jing Song , Xue-Zhong Wang , Michael K. Ng

In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT)…

Optimization and Control · Mathematics 2024-02-20 Charlotte Vermeylen , Marc Van Barel

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive…

Optimization and Control · Mathematics 2009-10-21 Silvere Bonnabel , Rodolphe Sepulchre

Imposing additional constraints on low-rank optimization has garnered growing interest. However, the geometry of coupled constraints hampers the well-developed low-rank structure and makes the problem intricate. To this end, we propose a…

Optimization and Control · Mathematics 2025-10-01 Yan Yang , Bin Gao , Ya-xiang Yuan

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

In this paper, we present a flexible low-rank matrix completion (LRMC) approach for topological interference management (TIM) in the partially connected K-user interference channel. No channel state information (CSI) is required at the…

Information Theory · Computer Science 2016-03-08 Yuanming Shi , Jun Zhang , Khaled B. Letaief

The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…

Optimization and Control · Mathematics 2026-05-07 Chandler Smith , HanQin Cai , Abiy Tasissa

We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…

Optimization and Control · Mathematics 2025-07-08 Uday Talwar , Meredith K. Kupinski , Afrooz Jalilzadeh

Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…

Differential Geometry · Mathematics 2026-05-05 Benyamin Ghojogh

Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…

Numerical Analysis · Mathematics 2024-06-27 Rasmus Jensen , Ralf Zimmermann

Landing methods have recently emerged in Riemannian matrix optimization as efficient schemes for handling nonlinear equality constraints without resorting to costly retractions. These methods decompose the search direction into tangent and…

Optimization and Control · Mathematics 2026-03-26 Florentin Goyens , Florian Feppon

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the…

Optimization and Control · Mathematics 2013-04-26 B. Mishra , G. Meyer , R. Sepulchre

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai