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Given an affine space of matrices $\mathcal{L}$ and a matrix $\Theta\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $\Theta$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex…

Optimization and Control · Mathematics 2020-10-12 Diego Cifuentes

The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…

Machine Learning · Computer Science 2024-10-23 Ipsita Ghosh , Abiy Tasissa , Christian Kümmerle

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

Optimization and Control · Mathematics 2011-01-04 Donald Goldfarb , Shiqian Ma

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…

Optimization and Control · Mathematics 2022-03-02 Markus Friedemann , Felix Harder , Gerd Wachsmuth

This paper presents a unified framework for robust three-dimensional (3-D) source localization using a network of sensors equipped with one-dimensional (1-D) linear arrays. While such arrays offer practical advantages in terms of cost and…

Signal Processing · Electrical Eng. & Systems 2025-11-12 Ehsan Alamdari , Rouhollah Amiri

This work considers the problem of locating a single source from noisy range measurements to a set of nodes in a wireless sensor network. We propose two new techniques that we designate as Source Localization with Nuclear Norm (SLNN) and…

Optimization and Control · Mathematics 2011-11-30 Pınar Oğuz-Ekim , João Gomes , João Xavier , Marko Stošić , Paulo Oliveira

Many important geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given a set of relative measurements between them. This problem is typically formulated as…

Robotics · Computer Science 2017-02-07 David M. Rosen , Luca Carlone , Afonso S. Bandeira , John J. Leonard

In this paper, we present an efficient semismooth Newton method, named SSNCP, for solving a class of semidefinite programming problems. Our approach is rooted in an equivalent semismooth system derived from the saddle point problem induced…

Optimization and Control · Mathematics 2025-04-24 Zhanwang Deng , Jiang Hu , Kangkang Deng , Zaiwen Wen

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

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

This paper presents a Successive Convexification ($ \texttt{SCvx} $) algorithm to solve a class of non-convex optimal control problems with certain types of state constraints. Sources of non-convexity may include nonlinear dynamics and…

Optimization and Control · Mathematics 2017-10-23 Yuanqi Mao , Daniel Dueri , Michael Szmuk , Behçet Açıkmeşe

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Optimization and Control · Mathematics 2021-10-27 Heng Yang , Ling Liang , Luca Carlone , Kim-Chuan Toh

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Optimization and Control · Mathematics 2025-04-10 Dan Garber , Atara Kaplan

A new algorithm for 3D localization in multiplatform radar networks, comprising one transmitter and multiple receivers, is proposed. To take advantage of the monostatic sensor radiation pattern features, ad-hoc constraints are imposed in…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Augusto Aubry , Paolo Braca , Antonio De Maio , Angela Marino

This paper is concerned with a class of zero-norm regularized piecewise linear-quadratic (PLQ) composite minimization problems, which covers the zero-norm regularized $\ell_1$-loss minimization problem as a special case. For this class of…

Optimization and Control · Mathematics 2020-01-20 Dongdong Zhang , Shaohua Pan , Shujun Bi

Facial reduction, FR, is a regularization technique for convex programs where the strict feasibility constraint qualification, CQ, fails. Though this CQ holds generically, failure is pervasive in applications such as semidefinite…

Optimization and Control · Mathematics 2024-07-10 Haesol Im , Woosuk L. Jung , Walaa M. Moursi , David Torregrosa-Belin , Henry Wolkowicz

Recently, the problem of local minima in very high dimensional non-convex optimization has been challenged and the problem of saddle points has been introduced. This paper introduces a dynamic type of normalization that forces the system to…

Machine Learning · Computer Science 2017-02-08 Armen Aghajanyan

In this paper, we study the low-rank matrix minimization problem, where the loss function is convex but nonsmooth and the penalty term is defined by the cardinality function. We first introduce an exact continuous relaxation, that is, both…

Optimization and Control · Mathematics 2024-08-20 Quan Yu , Xinzhen Zhang

The real radical ideal of a system of polynomials with finitely many complex roots is generated by a system of real polynomials having only real roots and free of multiplicities. It is a central object in computational real algebraic…

Optimization and Control · Mathematics 2015-04-07 Greg Reid , Fei Wang , Henry Wolkowicz , Wenyuan Wu

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok