Related papers: A minimal face constant rank constraint qualificat…
The low-rank matrix optimization with affine set (rank-MOA) is to minimize a continuously differentiable function over a low-rank set intersecting with an affine set. Under some suitable assumptions, the intersection rule of the Fr\'{e}chet…
In this paper, using an optimal partition approach, we study the parametric analysis of a second-order conic optimization problem, where the objective function is perturbed along a fixed direction. We characterize the notions of so-called…
This paper is concerned with the derivation of first- and second-order sufficient optimality conditions for optimistic bilevel optimization problems involving smooth functions. First-order sufficient optimality conditions are obtained by…
In this paper, we propose a new convergent conic programming hierarchy of relaxations involving both semi-definite cone and second-order cone constraints for solving nonconvex polynomial optimization problems to global optimality. The…
Let G be a semisimple algebraic group over an algebraically-closed field of characteristic zero. In this note we show that every regular face of the Littlewood-Richardson cone of G gives rise to a reduction rule: a rule which, given a…
We propose simple polynomial-time algorithms for two linear conic feasibility problems. For a matrix $A\in \mathbb{R}^{m\times n}$, the kernel problem requires a positive vector in the kernel of $A$, and the image problem requires a…
The second-order cone plays an important role in convex optimization and has strong expressive abilities despite its apparent simplicity. Second-order cone formulations can also be solved more efficiently than semidefinite programming in…
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened…
Recently, we proposed a class of inequalities called lifted bilinear cover inequalities, which are second-order cone representable convex inequalities, and are valid for a set described by a separable bilinear constraint together with…
The positive semidefinite rank of a convex body $C$ is the size of its smallest positive semidefinite formulation. We show that the positive semidefinite rank of any convex body $C$ is at least $\sqrt{\log d}$ where $d$ is the smallest…
This paper examines the feasible region of a standard conic program represented as the intersection of a closed convex cone and a set of linear equalities. It is recently shown that when Slater constraint qualification (strict feasibility)…
In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too…
Variational minimization of the ground-state energy as a function of the two-electron reduced density matrix (2-RDM), constrained by necessary $N$-representability conditions, provides a polynomial-scaling approach to studying strongly…
We consider optimization problems with manifold-valued constraints. These generalize classical equality and inequality constraints to a setting in which both the domain and the codomain of the constraint mapping are smooth manifolds. We…
Optimization problems involving minimization of a rank-one convex function over constraints modeling restrictions on the support of the decision variables emerge in various machine learning applications. These problems are often modeled…
The problem of finding a rank-one solution to a system of linear matrix equations arises from many practical applications. Given a system of linear matrix equations, however, such a low-rank solution does not always exist. In this paper, we…
The second-order cone is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit a…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
We study sets defined as the intersection of a rank-1 constraint with different choices of linear side constraints. We identify different conditions on the linear side constraints, under which the convex hull of the rank-1 set is polyhedral…
We present two algorithms for large-scale low-rank Euclidean distance matrix completion problems, based on semidefinite optimization. Our first method works by relating cliques in the graph of the known distances to faces of the positive…