Related papers: A subspace method for large-scale trace ratio prob…
We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…
A new pattern search method for bound constrained optimization is introduced. The proposed algorithm employs the coordinate directions, in a suitable way, with a nonmonotone line search for accepting the new iterate, without using…
The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…
The generalized trace ratio problem {\rm (GTRP)} is to maximize a quadratic fractional objective function in trace formulation over the Stiefel manifold. In this paper, based on a newly developed matrix S-lemma, we show that {\rm (GTRP)},…
For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…
In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the…
We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…
In the trace reconstruction problem, one observes the output of passing a binary string $s \in \{0,1\}^n$ through a deletion channel $T$ times and wishes to recover $s$ from the resulting $T$ "traces." Most of the literature has focused on…
This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
Long traces and large event logs that originate from sensors and prediction models are becoming more common in our data-rich world. In such circumstances, conformance checking, a key task in process mining, can become computationally…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…
State-space reduction techniques, used primarily in model-checkers, all rely on the idea that some actions are independent, hence could be taken in any (respective) order while put in parallel, without changing the semantics. It is thus not…
We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…
We consider the problem of subspace clustering: given points that lie on or near the union of many low-dimensional linear subspaces, recover the subspaces. To this end, one first identifies sets of points close to the same subspace and uses…
Quantum subspace diagonalization methods are an exciting new class of algorithms for solving large\rev{-}scale eigenvalue problems using quantum computers. Unfortunately, these methods require the solution of an ill-conditioned generalized…
The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…