Related papers: Block-Coordinate Minimization for Large SDPs with …
A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…
In many applications, it is desired to obtain extreme eigenvalues and eigenvectors of large Hermitian matrices by efficient and compact algorithms. In particular, orthogonalization-free methods are preferred for large-scale problems for…
We study the projected gradient descent method on low-rank matrix problems with a strongly convex objective. We use the Burer-Monteiro factorization approach to implicitly enforce low-rankness; such factorization introduces non-convexity in…
It is well-known that the Burer-Monteiro (B-M) factorization approach can efficiently solve low-rank matrix optimization problems under the RIP condition. It is natural to ask whether B-M factorization-based methods can succeed on any…
By concisely representing a joint function of many variables as the combination of small functions, discrete graphical models (GMs) provide a powerful framework to analyze stochastic and deterministic systems of interacting variables. One…
Semidefinite programs (SDPs) are powerful theoretical tools that have been studied for over two decades, but their practical use remains limited due to computational difficulties in solving large-scale, realistic-sized problems. In this…
Block-coordinate descent algorithms and alternating minimization methods are fundamental optimization algorithms and an important primitive in large-scale optimization and machine learning. While various block-coordinate-descent-type…
In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate the…
To address difficult optimization problems, convex relaxations based on semidefinite programming are now common place in many fields. Although solvable in polynomial time, large semidefinite programs tend to be computationally challenging.…
This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…
In this paper, we consider an SDP relaxation of the quadratic knapsack problem (QKP). After using the Burer-Monteiro factorization, we get a non-convex optimization problem, whose feasible region is an algebraic variety. Although there…
$K$-means clustering is a widely used machine learning method for identifying patterns in large datasets. Recently, semidefinite programming (SDP) relaxations have been proposed for solving the $K$-means optimization problem, which enjoy…
We propose a non-convex optimization algorithm, based on the Burer-Monteiro (BM) factorization, for the quantum process tomography problem, in order to estimate a low-rank process matrix $\chi$ for near-unitary quantum gates. In this work,…
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…
In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…
Most existing methodologies of estimating low-rank matrices rely on Burer-Monteiro factorization, but these approaches can suffer from slow convergence, especially when dealing with solutions characterized by a large condition number,…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…
Block coordinate descent (BCD) methods and their variants have been widely used in coping with large-scale nonconstrained optimization problems in many fields such as imaging processing, machine learning, compress sensing and so on. For…