Related papers: An Overview of the Burer-Monteiro Method for Certi…
The so-called Burer-Monteiro method is a well-studied technique for solving large-scale semidefinite programs (SDPs) via low-rank factorization. The main idea is to solve rank-restricted, albeit non-convex, surrogates instead of the SDP.…
Consider a semidefinite program (SDP) involving an $n\times n$ positive semidefinite matrix $X$. The Burer-Monteiro method uses the substitution $X=Y Y^T$ to obtain a nonconvex optimization problem in terms of an $n\times p$ matrix $Y$.…
Many fundamental low-rank optimization problems, such as matrix completion, phase synchronization/retrieval, power system state estimation, and robust PCA, can be formulated as the matrix sensing problem. Two main approaches for solving…
This work proposes a rapid algorithm, BM-Global, for nuclear-norm-regularized convex and low-rank matrix optimization problems. BM-Global efficiently decreases the objective value via low-cost steps leveraging the nonconvex but smooth…
Mutual localization is essential for coordination and cooperation in multi-robot systems. Previous works have tackled this problem by assuming available correspondences between measurements and received odometry estimations, which are…
To address difficult optimization problems, convex relaxations based on semidefinite programming are now common place in many fields. Although solvable in polynomial time, large semidefinite programs tend to be computationally challenging.…
Semidefinite programming is an indispensable tool in computer vision, but general-purpose solvers for semidefinite programs are often too slow and memory intensive for large-scale problems. We propose a general framework to approximately…
We propose a bilinear decomposition for the Burer-Monteiro method and combine it with the standard Alternating Direction Method of Multipliers algorithm for semidefinite programming. Bilinear decomposition reduces the degree of the…
The Random Batch Method (RBM) is an effective technique to reduce the computational complexity when solving certain stochastic differential problems (SDEs) involving interacting particles. It can transform the computational complexity from…
We propose a non-convex optimization algorithm, based on the Burer-Monteiro (BM) factorization, for the quantum process tomography problem, in order to estimate a low-rank process matrix $\chi$ for near-unitary quantum gates. In this work,…
Minimum Bayes-Risk (MBR) decoding is shown to be a powerful alternative to beam search decoding for a wide range of text generation tasks. However, MBR requires a huge amount of time for inference to compute the MBR objective, which makes…
We consider MaxCut-type semidefinite programs (SDP) which admit a low rank solution. To numerically leverage the low rank hypothesis, a standard algorithmic approach is the Burer-Monteiro factorization, which allows to significantly reduce…
Modern nonlinear control theory seeks to develop feedback controllers that endow systems with properties such as safety and stability. The guarantees ensured by these controllers often rely on accurate estimates of the system state for…
It is well-known that the Burer-Monteiro (B-M) factorization approach can efficiently solve low-rank matrix optimization problems under the RIP condition. It is natural to ask whether B-M factorization-based methods can succeed on any…
This paper presents a Bayesian optimization framework for the automatic tuning of shared controllers which are defined as a Model Predictive Control (MPC) problem. The proposed framework includes the design of performance metrics as well as…
Distance measurements demonstrate distinctive scalability when used for relative state estimation in large-scale multi-robot systems. Despite the attractiveness of distance measurements, multi-robot relative state estimation based on…
The restricted Boltzmann machine (RBM) is a flexible tool for modeling complex data, however there have been significant computational difficulties in using RBMs to model high-dimensional multinomial observations. In natural language…
Minimum Bayes Risk (MBR) decoding is a method for choosing the outputs of a machine learning system based not on the output with the highest probability, but the output with the lowest risk (expected error) among multiple candidates. It is…
Machine learning is becoming widely used in analyzing the thermodynamics of many-body condensed matter systems. Restricted Boltzmann Machine (RBM) aided Monte Carlo simulations have sparked interest recently, as they manage to speed up…
Semidefinite programming (SDP) with diagonal constraints arise in many optimization problems, such as Max-Cut, community detection and group synchronization. Although SDPs can be solved to arbitrary precision in polynomial time, generic…