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This paper presents a methodology for solving a geometrically robust least squares problem, which arises in various applications where the model is subject to geometric constraints. The problem is formulated as a minimax optimization…

Optimization and Control · Mathematics 2025-11-06 Jeremy Coulson , Alberto Padoan , Cyrus Mostajeran

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Yann Traonmilin , Rémi Gribonval , Samuel Vaiter

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or…

Optimization and Control · Mathematics 2017-11-01 Vasileios Tzoumas , Konstantinos Gatsis , Ali Jadbabaie , George J. Pappas

In this article, we consider the problem of few-shot learning for classification. We assume a network trained for base categories with a large number of training examples, and we aim to add novel categories to it that have only a few, e.g.,…

Machine Learning · Computer Science 2020-03-23 Hong-Gyu Jung , Seong-Whan Lee

This paper presents several novel theoretical results regarding the recovery of a low-rank matrix from just a few measurements consisting of linear combinations of the matrix entries. We show that properly constrained nuclear-norm…

Information Theory · Computer Science 2010-01-05 Emmanuel J. Candes , Yaniv Plan

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

Numerical Analysis · Mathematics 2023-10-10 Taejun Park , Yuji Nakatsukasa

We investigate geometric features of the unit ball corresponding to the sum of the nuclear norm of a matrix and the $l_1$ norm of its entries --- a common penalty function encouraging joint low rank and high sparsity. As a byproduct of this…

Optimization and Control · Mathematics 2014-01-21 D. Drusvyatskiy , S. A. Vavasis , H. Wolkowicz

Matrix rank minimizing subject to affine constraints arises in many application areas, ranging from signal processing to machine learning. Nuclear norm is a convex relaxation for this problem which can recover the rank exactly under some…

Computer Vision and Pattern Recognition · Computer Science 2015-08-20 Zhao Kang , Chong Peng , Qiang Cheng

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

As science and engineering have become increasingly data-driven, the role of optimization has expanded to touch almost every stage of the data analysis pipeline, from signal and data acquisition to modeling and prediction. The optimization…

Machine Learning · Computer Science 2022-07-12 Yuqian Zhang , Qing Qu , John Wright

The subdifferential of convex functions of the singular spectrum of real matrices has been widely studied in matrix analysis, optimization and automatic control theory. Convex analysis and optimization over spaces of tensors is now gaining…

Machine Learning · Statistics 2015-06-09 Stephane Chretien , Tianwen Wei

We propose a loop optimization algorithm based on nuclear norm regularization for tensor network. The key ingredient of this scheme is to introduce a rank penalty term proposed in the context of data processing. Compared to standard…

Statistical Mechanics · Physics 2024-11-07 Kenji Homma , Tsuyoshi Okubo , Naoki Kawashima

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

In non-minimal Higgs mechanisms, one often needs to minimize highly symmetric Higgs potentials. Here we propose a geometric way of doing it, which, surprisingly, is often much more efficient than the usual method. By construction, it gives…

High Energy Physics - Phenomenology · Physics 2015-06-12 Audrey Degee , Igor P. Ivanov , Venus Keus

This article makes no claim to originality, other than, perhaps, the simple statement here called the {\it Abstract Maximum Principle}. Actually, the whole contents are strongly based on some H. Sussmann's and coauthors' papers, in which,…

Optimization and Control · Mathematics 2023-10-17 Monica Motta , Franco Rampazzo

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from underdetermined linear measurements. Our results are applicable for symmetric rank-one…

Information Theory · Computer Science 2020-10-26 Felix Krahmer , Christian Kümmerle , Oleh Melnyk

We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for…

Optimization and Control · Mathematics 2023-05-25 Stephan Helfrich , Arne Herzel , Stefan Ruzika , Clemens Thielen
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