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We study the projected gradient descent method on low-rank matrix problems with a strongly convex objective. We use the Burer-Monteiro factorization approach to implicitly enforce low-rankness; such factorization introduces non-convexity in…

With nowadays steadily growing quantum processors, it is required to develop new quantum tomography tools that are tailored for high-dimensional systems. In this work, we describe such a computational tool, based on recent ideas from…

We study a generalized nonconvex Burer-Monteiro formulation for low-rank minimization problems. We use recent results on non-Euclidean first order methods to provide efficient and scalable algorithms. Our approach uses geometries induced by…

Optimization and Control · Mathematics 2021-02-18 Radu-Alexandru Dragomir , Alexandre d'Aspremont , Jérôme Bolte

We study a nonconvex optimization algorithmic approach to phase retrieval and the more general problem of semidefinite low-rank matrix sensing. Specifically, we analyze the nonconvex landscape of a quartic Burer-Monteiro factored…

Optimization and Control · Mathematics 2026-04-20 Andrew D. McRae

Most existing methodologies of estimating low-rank matrices rely on Burer-Monteiro factorization, but these approaches can suffer from slow convergence, especially when dealing with solutions characterized by a large condition number,…

Optimization and Control · Mathematics 2024-03-06 Teng Zhang , Xing Fan

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent…

Machine Learning · Statistics 2016-11-23 Qinqing Zheng , John Lafferty

Tensor optimization is crucial to massive machine learning and signal processing tasks. In this paper, we consider tensor optimization with a convex and well-conditioned objective function and reformulate it into a nonconvex optimization…

Optimization and Control · Mathematics 2022-02-18 Shuang Li , Qiuwei Li

A convex optimization based method is proposed for quantum process tomography, in the case of known channel model structure, but unknown channel parameters. The main idea is to select an affine parametrization of the Choi matrix as a set of…

Quantum Physics · Physics 2010-04-30 Gábor Balló , Katalin M. Hangos

Reconstructing the state of quantum many-body systems is of fundamental importance in quantum information tasks, but extremely challenging due to the curse of dimensionality. In this work, we present an efficient quantum tomography protocol…

Quantum Physics · Physics 2024-07-09 Yong Wang , Lijun Liu , Shuming Cheng , Li Li , Jie Chen

Accurate quantum tomography is a vital tool in both fundamental and applied quantum science. It is a task that involves processing a noisy measurement record in order to construct a reliable estimate of an unknown quantum state, and is…

Quantum Physics · Physics 2017-01-02 Eliot Bolduc , George Knee , Erik Gauger , Jonathan Leach

A rank-$r$ matrix $X \in \mathbb{R}^{m \times n}$ can be written as a product $U V^\top$, where $U \in \mathbb{R}^{m \times r}$ and $V \in \mathbb{R}^{n \times r}$. One could exploit this observation in optimization: e.g., consider the…

Optimization and Control · Mathematics 2016-11-01 Dohyung Park , Anastasios Kyrillidis , Constantine Caramanis , Sujay Sanghavi

We initiate the study of online quantum state tomography (QST), where the matrix representation of an unknown quantum state is reconstructed by sequentially performing a batch of measurements and updating the state estimate using only the…

Quantum Physics · Physics 2025-07-11 Jian-Feng Cai , Yuling Jiao , Yinan Li , Xiliang Lu , Jerry Zhijian Yang , Juntao You

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

We consider using gradient descent to minimize the nonconvex function $f(X)=\phi(XX^{T})$ over an $n\times r$ factor matrix $X$, in which $\phi$ is an underlying smooth convex cost function defined over $n\times n$ matrices. While only a…

Optimization and Control · Mathematics 2025-04-22 Gavin Zhang , Salar Fattahi , Richard Y. Zhang

Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…

Quantum Physics · Physics 2018-08-20 Patrick Rebentrost , Maria Schuld , Leonard Wossnig , Francesco Petruccione , Seth Lloyd

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

A descent algorithm, "Quasi-Quadratic Minimization with Memory" (QQMM), is proposed for unconstrained minimization of the sum, $F$, of a non-negative convex function, $V$, and a quadratic form. Such problems come up in regularized…

Computation · Statistics 2008-11-19 Steven P. Ellis

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

Machine Learning · Statistics 2025-07-29 Dominik Stöger , Yizhe Zhu
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