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This work studies low-rank approximation of a positive semidefinite matrix from partial entries via nonconvex optimization. We characterized how well local-minimum based low-rank factorization approximates a fixed positive semidefinite…

Optimization and Control · Mathematics 2019-04-08 Ji Chen , Xiaodong Li

We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…

Optimization and Control · Mathematics 2016-11-01 Ian Davidson , Henry Wolkowicz

This paper concentrates on the recovery of block-sparse signals, which is not only sparse but also nonzero elements are arrayed into some blocks (clusters) rather than being arbitrary distributed all over the vector, from linear…

Information Theory · Computer Science 2020-06-12 Jianwen Huang , Xinling Liu , Jinyao Hou , Jianjun Wang

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Computer Vision and Pattern Recognition · Computer Science 2014-06-12 Yilun Wang , Xinhua Su

We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…

Machine Learning · Statistics 2017-01-20 Lingxiao Wang , Xiao Zhang , Quanquan Gu

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

This paper considers the recovery of a low-rank matrix from an observed version that simultaneously contains both (a) erasures: most entries are not observed, and (b) errors: values at a constant fraction of (unknown) locations are…

Information Theory · Computer Science 2013-09-23 Yudong Chen , Ali Jalali , Sujay Sanghavi , Constantine Caramanis

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…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

Machine Learning · Computer Science 2018-09-07 Mariano Tepper , Anirvan M. Sengupta , Dmitri Chklovskii

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

Super-resolution is generally referred to as the task of recovering fine details from coarse information. Motivated by applications such as single-molecule imaging, radar imaging, etc., we consider parameter estimation of complex…

Information Theory · Computer Science 2016-08-10 Dehui Yang , Gongguo Tang , Michael B. Wakin

Signal reconstruction is a crucial aspect of compressive sensing. In weighted cases, there are two common types of weights. In order to establish a unified framework for handling various types of weights, the sparse function is introduced.…

Classical Analysis and ODEs · Mathematics 2024-10-10 Xiaotong Liu , Yiyu Liang

Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…

Optimization and Control · Mathematics 2025-09-08 Marek Tyburec , Michal Kočvara , Marouan Handa , Jan Zeman

Weighted nuclear norm minimization has been recently recognized as a technique for reconstruction of a low-rank matrix from compressively sampled measurements when some prior information about the column and row subspaces of the matrix is…

Information Theory · Computer Science 2022-04-27 Hamideh Sadat Fazael Ardakani , Sajad Daei , Farzan Haddadi

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems, via a common generalization in terms of random bipartite graphs. Our algorithm…

Data Structures and Algorithms · Computer Science 2015-04-30 Vitaly Feldman , Will Perkins , Santosh Vempala

In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…

Optimization and Control · Mathematics 2015-11-24 Zhaosong Lu , Xiaorui Li

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

Machine Learning · Computer Science 2012-07-03 Haim Avron , Satyen Kale , Shiva Kasiviswanathan , Vikas Sindhwani

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

Numerical Analysis · Mathematics 2023-10-10 Taejun Park , Yuji Nakatsukasa

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Optimization and Control · Mathematics 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

In this paper, we use the block orthogonal matching pursuit (BOMP) algorithm to recover block sparse signals $\x$ from measurements $\y=\A\x+\v$, where $\v$ is an $\ell_2$-bounded noise vector (i.e., $\|\v\|_2\leq \epsilon$ for some…

Information Theory · Computer Science 2018-05-16 Jinming Wen , Zhengchun Zhou , Zilong Liu , Ming-Jun Lai , Xiaohu Tang