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We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at least locally) unique solution to the matrix completion…

Machine Learning · Computer Science 2019-01-30 Alexander Shapiro , Yao Xie , Rui Zhang

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

Optimization and Control · Mathematics 2022-08-08 Samuel Burer , Kyungchan Park

Superregular matrices have the property that all of their submatrices, which can be full rank are so. Lower triangular superregular matrices are useful for e.g., maximum distance separable convolutional codes as well as for (sequential)…

Information Theory · Computer Science 2016-11-15 Jonas Hansen , Jan Østergaard , Johnny Kudahl , John H. Madsen

In this paper we consider the decomposition of positive semidefinite matrices as a sum of rank one matrices. We introduce and investigate the properties of various measures of optimality of such decompositions. For some classes of positive…

Functional Analysis · Mathematics 2022-02-03 Radu Balan , Kasso A. Okoudjou , Michael Rawson , Yang Wang , Rui Zhang

We initiate a systematic study of the computational complexity of the Constraint Satisfaction Problem (CSP) over finite structures that may contain both relations and operations. We show the close connection between this problem and a…

Logic in Computer Science · Computer Science 2021-12-02 Libor Barto , William DeMeo , Antoine Mottet

A weakly infeasible semidefinite program (SDP) has no feasible solution, but it has approximate solutions whose constraint violation is arbitrarily small. These SDPs are ill-posed and numerically often unsolvable. They are also closely…

Optimization and Control · Mathematics 2022-07-11 Gábor Pataki , Aleksandr Touzov

We investigate the multi-dimensional Super Resolution problem on closed semi-algebraic domains for various sampling schemes such as Fourier or moments. We present a new semidefinite programming (SDP) formulation of the 1 -minimization in…

Information Theory · Computer Science 2015-02-10 Y De Castro , F Gamboa , D Henrion , J. -B Lasserre

This paper develops a method for obtaining guaranteed outer approximations for global attractors of continuous and discrete time nonlinear dynamical systems. The method is based on a hierarchy of semidefinite programming problems of…

Optimization and Control · Mathematics 2023-10-05 Corbinian Schlosser , Milan Korda

The theory part of this paper is sketched as follows. Based on column stochastic average matrix $T_n$ selected as a basic substitution matrix, the method of advanced successive difference substitution is established. Then, a set of…

Symbolic Computation · Computer Science 2010-04-05 Yong Yao

We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…

Optimization and Control · Mathematics 2023-03-09 Frank Permenter , Pablo A. Parrilo

We provide a primal-dual framework for randomized approximation algorithms utilizing semidefinite programming (SDP) relaxations. Our framework pairs a continuum of APX-complete problems including MaxCut, Max2Sat, MaxDicut, and more…

Data Structures and Algorithms · Computer Science 2024-06-28 Nathan Benedetto Proença , Marcel K. de Carli Silva , Cristiane M. Sato , Levent Tunçel

We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent…

Machine Learning · Statistics 2016-11-23 Qinqing Zheng , John Lafferty

We analyze when an arbitrary matrix pencil is equivalent to a dissipative Hamiltonian pencil and show that this heavily restricts the spectral properties. In order to relax the spectral properties, we introduce matrix pencils with…

Numerical Analysis · Mathematics 2021-10-22 Christian Mehl , Volker Mehrmann , Michal Wojtylak

We consider the problem of the semidefinite representation of a class of non-compact basic semialgebraic sets. We introduce the conditions of pointedness and closedness at infinity of a semialgebraic set and show that under these conditions…

Optimization and Control · Mathematics 2014-02-25 Feng Guo , Chu Wang , Lihong Zhi

Let $A(x)=A\_0+x\_1A\_1+...+x\_nA\_n$ be a linear matrix, or pencil, generated by given symmetric matrices $A\_0,A\_1,...,A\_n$ of size $m$ with rational entries. The set of real vectors x such that the pencil is positive semidefinite is a…

Optimization and Control · Mathematics 2016-09-20 Didier Henrion , Simone Naldi , Mohab Safey El Din

In this paper we show the existence of approximate completely positive semidefinite (cpsd) factorizations with a cpsd-rank bounded above (almost) independently from the cpsd-rank of the initial matrix. This is particularly relevant since…

Algebraic Geometry · Mathematics 2023-09-07 Paria Abbasi , Andreas Klingler , Tim Netzer

Fix a scheme $S$ of characteristic $p$. Let $\mathscr{M}$ be an $S$-algebraic stack and let $\mbox{Fdiv}(\mathscr{M})$ be the stack of $\mbox{F}$-divided objects, that is sequences of objects $x_i\in\mathscr{M}$ with isomorphisms…

Algebraic Geometry · Mathematics 2023-02-01 Yuliang Huang , Giulio Orecchia , Matthieu Romagny

This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-problem of distributionally robust optimization problems. We…

Optimization and Control · Mathematics 2026-02-25 N. D. Dizon , Q. Y. Huang , T. D. Chuong , G. Li , V. Jeyakumar

A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov
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