Related papers: Convex envelopes for fixed rank approximation
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…
Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
This paper presents computationally feasible rank-one relaxation algorithms for the efficient simulation of a time-incremental damage model with nonconvex incremental stress potentials in multiple spatial dimensions. While the standard…
This paper presents the input convex neural network architecture. These are scalar-valued (potentially deep) neural networks with constraints on the network parameters such that the output of the network is a convex function of (some of)…
We consider the problem of packing congruent circles with the maximum radius in a unit square as a mathematical optimization problem. Due to the presence of non-overlapping constraints, this problem is a notoriously difficult nonconvex…
Top-N recommender systems have been investigated widely both in industry and academia. However, the recommendation quality is far from satisfactory. In this paper, we propose a simple yet promising algorithm. We fill the user-item matrix…
Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…
Packing optimization is a prevalent problem that necessitates robust and efficient algorithms that are also simple to implement. One group of approaches is the raster methods, which rely on approximating the objects with pixelated…
We consider several basic questions pertaining to the geometry of image of a general quadratic map. In general the image of a quadratic map is non-convex, although there are several known classes of quadratic maps when the image is convex.…
The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
A convex optimization model predicts an output from an input by solving a convex optimization problem. The class of convex optimization models is large, and includes as special cases many well-known models like linear and logistic…
Optimal geometrical arrangements, such as the stacking of atoms, are of relevance in diverse disciplines. A classic problem is the determination of the optimal arrangement of spheres in three dimensions in order to achieve the highest…
This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix…