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We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

In this paper we propose a new class of iterative regularization methods for solving ill-posed linear operator equations. The prototype of these iterative regularization methods is in the form of second order evolution equation with a…

Numerical Analysis · Mathematics 2020-06-24 Rongfang Gong , B. Hofmann , Ye Zhang

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang

This article studies a combination of the two state-of-the-art algorithms for the exact solution of linear programs (LPs) over the rational numbers, i.e., without any roundoff errors or numerical tolerances. By integrating the method of…

Optimization and Control · Mathematics 2023-11-15 Leon Eifler , Jules Nicolas-Thouvenin , Ambros Gleixner

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

In recent years, accelerated extra-gradient methods have attracted much attention by researchers, for solving monotone inclusion problems. A limitation of most current accelerated extra-gradient methods lies in their direct utilization of…

Optimization and Control · Mathematics 2025-03-24 Ya-xiang Yuan , Yi Zhang

Propagation of linear constraints has become a crucial sub-routine in modern Mixed-Integer Programming (MIP) solvers. In practice, iterative algorithms with tolerance-based stopping criteria are used to avoid problems with slow or infinite…

Optimization and Control · Mathematics 2021-08-25 Boro Sofranac , Ambros Gleixner , Sebastian Pokutta

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…

Machine Learning · Computer Science 2012-07-03 Franz Kiraly , Ryota Tomioka

Multi-task learning has attracted much attention due to growing multi-purpose research with multiple related data sources. Moreover, transduction with matrix completion is a useful method in multi-label learning. In this paper, we propose a…

Machine Learning · Statistics 2023-02-21 Hengfang Wang , Yasi Zhang , Xiaojun Mao , Zhonglei Wang

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…

Numerical Analysis · Mathematics 2023-10-17 Dimitrios Mitsotakis

In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…

Optimization and Control · Mathematics 2020-12-22 Nikos Tsilivis , Anastasios Tsiamis , Petros Maragos

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

Data Structures and Algorithms · Computer Science 2023-04-06 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of…

Optimization and Control · Mathematics 2014-07-03 Heinz H. Bauschke , J. Y. Bello Cruz , Tran T. A. Nghia , Hung M. Phan , Xianfu Wang

Iterative methods have led to better understanding and solving problems such as missing sampling, deconvolution, inverse systems, impulsive and Salt and Pepper noise removal problems. However, the challenges such as the speed of convergence…

Signal Processing · Electrical Eng. & Systems 2024-09-23 Mahdi Shamsi , Mahmoud Ghandi , Farokh Marvasti

We present new algorithms to detect and correct errors in the product of two matrices, or the inverse of a matrix, over an arbitrary field. Our algorithms do not require any additional information or encoding other than the original inputs…

Symbolic Computation · Computer Science 2018-02-08 Daniel S. Roche
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