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The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…

Machine Learning · Computer Science 2011-02-01 Gilles Meyer , Silvere Bonnabel , Rodolphe Sepulchre

We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true underlying matrix. This problem consists of an important…

Machine Learning · Statistics 2026-02-05 Dimitris Bertsimas , Nicholas A. G. Johnson

We consider the projected semi-definite and Euclidean distance cones onto a subset of the matrix entries. These two sets are precisely the input data defining feasible semi-definite and Euclidean distance completion problems. We classify…

Optimization and Control · Mathematics 2015-01-12 D. Drusvyatskiy , G. Pataki , H. Wolkowicz

Semidefinite programs are convex optimisation problems involving a linear objective function and a domain of positive semidefinite matrices. Over the last two decades, they have become an indispensable tool in quantum information science.…

Quantum Physics · Physics 2024-12-17 Armin Tavakoli , Alejandro Pozas-Kerstjens , Peter Brown , Mateus Araújo

Rank-constrained matrix problems appear frequently across science and engineering. The convergence analysis of iterative algorithms developed for these problems often hinges on local error bounds, which correlate the distance to the…

Optimization and Control · Mathematics 2025-10-03 Ruoning Chen , Defeng Sun , Liping Zhang

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the…

Machine Learning · Statistics 2018-06-15 Kishan Wimalawarne , Makoto Yamada , Hiroshi Mamitsuka

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…

Optimization and Control · Mathematics 2018-06-21 Angang Cui , Jigen Peng , Haiyang Li

Semidefinite programs (SDPs) -- some of the most useful and versatile optimization problems of the last few decades -- are often pathological: the optimal values of the primal and dual problems may differ and may not be attained. Such SDPs…

Optimization and Control · Mathematics 2019-10-23 Gabor Pataki

Fractional minimum positive semidefinite rank is defined from $r$-fold faithful orthogonal representations and it is shown that the projective rank of any graph equals the fractional minimum positive semidefinite rank of its complement. An…

Combinatorics · Mathematics 2018-01-04 Leslie Hogben , Kevin F. Palmowski , David E. Roberson , Simone Severini

We prove that the rank-one convex hull of finitely many $2\times 2$ triangular matrices is a semialgebraic set, defined by linear and quadratic polynomials. We present explicit constructions for five-point configurations and offer evidence…

Metric Geometry · Mathematics 2025-09-10 Chiara Meroni , Bogdan Raita

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

A convex optimization problem in conic form involves minimizing a linear functional over the intersection of a convex cone and an affine subspace. In some cases, it is possible to replace a conic formulation using a certain cone, with a…

Optimization and Control · Mathematics 2019-08-06 James Saunderson

We examine so-called rank function equations and their solutions consisting of non-nilpotent matrices. Secondly, we present some geometrical properties of the set of solutions to certain rank function equations in the nilpotent case.

Rings and Algebras · Mathematics 2023-04-21 Piotr Pokora

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

Optimization and Control · Mathematics 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson

We consider the problem of completing a matrix with categorical-valued entries from partial observations. This is achieved by extending the formulation and theory of one-bit matrix completion. We recover a low-rank matrix $X$ by maximizing…

Numerical Analysis · Computer Science 2015-07-03 Yang Cao , Yao Xie

Copositive and completely positive matrices play an increasingly important role in Applied Mathematics, namely as a key concept for approximating NP-hard optimization problems. The cone of copositive matrices of a given order and the cone…

Optimization and Control · Mathematics 2017-01-31 Naomi Shaked-Monderer , Abraham Berman , Immanuel M. Bomze , Florian Jarre , Werner Schachinger

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…

Machine Learning · Computer Science 2020-08-13 Rui Liu , Alex Olshevsky

Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Mingzhou Yin , Matthias A. Müller