Related papers: Nearest $\Omega$-stable matrix via Riemannian opti…

We propose and analyze a perturbative regularization method to approximate quadratic optimization problems with finite-dimensional degeneracy. The original problem is first approximated by a regularized problem depending on a small positive…

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…

In this work, we generalize the probability simplex constraint to matrices, i.e., $\mathbf{X}_1 + \mathbf{X}_2 + \ldots + \mathbf{X}_K = \mathbf{I}$, where $\mathbf{X}_i \succeq 0$ is a symmetric positive semidefinite matrix of size…

In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…

Our main interest is the low-rank approximation of a matrix in R^m.n under a weighted Frobenius norm. This norm associates a weight to each of the (m x n) matrix entries. We conjecture that the number of approximations is at most min(m, n).…

This paper provides a construction method of the nearest graph Laplacian to a matrix identified from measurement data of graph Laplacian dynamics that include biochemical systems, synchronization systems, and multi-agent systems. We…

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Given a positive integer k, it is natural to ask for a formula for the distance between a given density matrix (i.e., mixed quantum state) and the set of density matrices of rank at most k. This problem has already been solved when…

Given $\Omega$ bounded open set of $\mathbb R^{n}$ and $\alpha\in \mathbb R$, let us consider \[ \mu(\Omega,\alpha)=\min_{\substack{v\in W_{0}^{1,2}(\Omega)\\v\not\equiv 0}} \frac{\displaystyle\int_{\Omega} |\nabla v|^{2}dx+\alpha…

The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Clustering is a hard discrete optimization problem. Nonconvex approaches such as low-rank semidefinite programming (SDP) have recently demonstrated promising statistical and local algorithmic guarantees for cluster recovery. Due to the…

A wide class of regularization problems in machine learning and statistics employ a regularization term which is obtained by composing a simple convex function \omega with a linear transformation. This setting includes Group Lasso methods,…

In Riemannian optimization, it is well known that the condition number of the Riemannian Hessian at an optimum strongly influences the asymptotic convergence behavior of optimization algorithms. On the manifold of symmetric positive…

We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…

The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

The problem of computing optimal orthogonal approximation to a given matrix has attracted growing interest in machine learning. Notable applications include the recent Muon optimizer or Riemannian optimization on the Stiefel manifold. Among…

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

We study the problem of finding the global Riemannian center of mass of a set of data points on a Riemannian manifold. Specifically, we investigate the convergence of constant step-size gradient descent algorithms for solving this problem.…

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

We consider minimizing harmonic maps $u$ from $\Omega \subset \mathbb{R}^n$ into a closed Riemannian manifold $\mathcal{N}$ and prove: (1) an extension to $n \geq 4$ of Almgren and Lieb's linear law. That is, if the fundamental group of the…