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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…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

Low-rank factorization is a standard way to make structured optimization problems in machine learning more tractable by replacing matrix variables with compact factors. For positive semidefinite (PSD) variables, the symmetric…

Machine Learning · Computer Science 2026-05-12 Enliang Hu

In this paper we consider general rank minimization problems with rank appearing in either objective function or constraint. We first establish that a class of special rank minimization problems has closed-form solutions. Using this result,…

Optimization and Control · Mathematics 2012-05-30 Zhaosong Lu , Yong Zhang

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

The orthogonal group synchronization problem, which focuses on recovering orthogonal group elements from their corrupted pairwise measurements, encompasses examples such as high-dimensional Kuramoto model on general signed networks,…

Information Theory · Computer Science 2025-03-03 Shuyang Ling

The single source localization problem (SSLP) appears in several fields such as signal processing and global positioning systems. The optimization problem of SSLP is nonconvex and difficult to find its globally optima solution. It can be…

Optimization and Control · Mathematics 2022-05-19 He Shi , Qingna Li

This paper studies angle-based sensor network localization (ASNL) in a plane, which is to determine locations of all sensors in a sensor network, given locations of partial sensors (called anchors) and angle measurements obtained in the…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Gangshan Jing , Changhuang Wan , Ran Dai

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

Machine Learning · Computer Science 2024-10-01 Changyi Ma , Runsheng Yu , Xiao Chen , Youzhi Zhang

Subspace clustering refers to the problem of segmenting a set of data points approximately drawn from a union of multiple linear subspaces. Aiming at the subspace clustering problem, various subspace clustering algorithms have been proposed…

Computer Vision and Pattern Recognition · Computer Science 2016-10-17 Yu Song , Yiquan Wu

The problem of minimizing the rank of a symmetric positive semidefinite matrix subject to constraints can be cast equivalently as a semidefinite program with complementarity constraints (SDCMPCC). The formulation requires two positive…

Optimization and Control · Mathematics 2018-02-02 Xin Shen , John E. Mitchell

Semi-supervised clustering is a basic problem in various applications. Most existing methods require knowledge of the ideal cluster number, which is often difficult to obtain in practice. Besides, satisfying the must-link constraints is…

Optimization and Control · Mathematics 2025-03-07 Wei Liu , Xin Liu , Michael K. Ng , Zaikun Zhang

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods, but scalability can be an issue. To address this shortcoming, over a decade ago, Burer and Monteiro proposed to solve SDPs with few equality…

Optimization and Control · Mathematics 2018-04-12 Nicolas Boumal , Vladislav Voroninski , Afonso S. Bandeira

$K$-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…

Machine Learning · Statistics 2024-04-16 Yubo Zhuang , Xiaohui Chen , Yun Yang , Richard Y. Zhang

A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…

Optimization and Control · Mathematics 2019-03-06 Andrea Cristofari

This paper studies the role of over-parametrization in solving non-convex optimization problems. The focus is on the important class of low-rank matrix sensing, where we propose an infinite hierarchy of non-convex problems via the lifting…

Optimization and Control · Mathematics 2023-02-16 Ziye Ma , Igor Molybog , Javad Lavaei , Somayeh Sojoudi

In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…

Optimization and Control · Mathematics 2015-12-14 I. Necoara , Yu. Nesterov , F. Glineur

Recently, low-rank matrix recovery theory has been emerging as a significant progress for various image processing problems. Meanwhile, the group sparse coding (GSC) theory has led to great successes in image restoration (IR) problem with…

Image and Video Processing · Electrical Eng. & Systems 2020-05-26 Yunyi Li , Guan Gui , Xiefeng Cheng

In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison…

Numerical Analysis · Computer Science 2009-08-25 Ngoc-Diep Ho , Paul Van Dooren , Vincent D. Blondel

The localization problem in a wireless sensor network is to determine the coordination of sensor nodes using the known positions of some nodes (called anchors) and corresponding noisy distance measurements. There is a variety of different…

Optimization and Control · Mathematics 2014-09-19 Pouya Mollaebrahim Ghari , Reza Shahbazian , Seyed Ali Ghorashi

Deep Feedforward Neural Networks' (DFNNs) weights estimation relies on the solution of a very large nonconvex optimization problem that may have many local (no global) minimizers, saddle points and large plateaus. As a consequence,…

Optimization and Control · Mathematics 2020-06-16 Laura Palagi , Ruggiero Seccia