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Matrix factorization is a well-studied task in machine learning for compactly representing large, noisy data. In our approach, instead of using the traditional concept of matrix rank, we define a new notion of link-rank based on a…

Machine Learning · Statistics 2018-05-02 Pouya Pezeshkpour , Carlos Guestrin , Sameer Singh

In structurally constrained molecular optimization, state-of-the-art methods restart an expensive oracle-driven search from scratch for every new input structure, scaling poorly to settings with many starting structures or expensive…

Most of the optimal guidance problems can be formulated as nonconvex optimization problems, which can be solved indirectly by relaxation, convexification, or linearization. Although these methods are guaranteed to converge to the global…

Optimization and Control · Mathematics 2024-03-19 Gyubin Park , Jiwoo Choi , Da Hoon Jeong , Jong-Han Kim

Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…

Machine Learning · Computer Science 2024-08-22 Rini Jasmine Gladstone , Mohammad Amin Nabian , Vahid Keshavarzzadeh , Hadi Meidani

In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too…

Machine Learning · Statistics 2017-12-12 Mohammadreza Soltani , Chinmay Hegde

We present a purely algebraic formulation (i.e. polynomial equations only) of the minimum-cost multi-impulse orbit transfer problem without time constraints, while keeping all the variables with a precise physical meaning. We apply general…

Mathematical Physics · Physics 2024-07-12 Martin Avendano , Verónica Martín-Molina , Jorge Martín-Morales , Jorge Ortigas-Galindo

The problem of matrix factorization motivated by diffraction or elasticity is studied. A powerful tool for analyzing its solutions is introduced, namely analytical continuation formulae are derived. Necessary condition for commutative…

Analysis of PDEs · Mathematics 2012-11-20 Andrey V. Shanin , Eugeny M. Doubravsky

The concept of orthogonality through the block factor (OTB), defined in Bagchi (2010), is extended here to orthogonality through a set (say S) of other factors. We discuss the impact of such an orthogonality on the precision of the…

Statistics Theory · Mathematics 2020-12-22 Bhaskar Bagchi , Sunanda Bagchi

Many statistical estimation procedures lead to nonconvex optimization problems. Algorithms to solve these are often guaranteed to output a stationary point of the optimization problem. Oracle inequalities are an important theoretical…

Statistics Theory · Mathematics 2018-02-28 Andreas Elsener , Sara van de Geer

Financial portfolio optimization is a widely studied problem in mathematics, statistics, financial and computational literature. It adheres to determining an optimal combination of weights associated with financial assets held in a…

Portfolio Management · Quantitative Finance 2013-01-21 Ankit Dangi

The development and identification of effective optimization algorithms for non-convex real-world problems is a challenge in global optimization. Because theoretical performance analysis is difficult, and problems based on models of…

Optimization and Control · Mathematics 2018-07-16 Ramses Sala , Niccolò Baldanzini , Marco Pierini

General computational methods based on descriptor state-space realizations are proposed to compute coprime factorizations of rational matrices with minimum degree denominators. The new methods rely on recursive pole dislocation techniques,…

Systems and Control · Computer Science 2020-02-11 Andreas Varga

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Machine Learning · Statistics 2025-08-08 Pierre Ablin , Simon Vary , Bin Gao , P. -A. Absil

Why is it that semidefinite relaxations have been so successful in numerous applications in computer vision and robotics for solving non-convex optimization problems involving rotations? In studying the empirical performance we note that…

Computer Vision and Pattern Recognition · Computer Science 2021-09-07 Lucas Brynte , Viktor Larsson , José Pedro Iglesias , Carl Olsson , Fredrik Kahl

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

Orthogonality constraints are ubiquitous in robust and probabilistic machine learning. Unfortunately, current optimizers are computationally expensive and do not scale to problems with hundreds or thousands of constraints. One notable…

Machine Learning · Computer Science 2026-02-17 Adrián Javaloy , Antonio Vergari

Researchers working with mathematical models are often confronted by the related problems of parameter estimation, model validation, and model selection. These are all optimization problems, well-known to be challenging due to…

Quantitative Methods · Quantitative Biology 2016-04-04 Elizabeth Gross , Brent Davis , Kenneth L. Ho , Daniel J. Bates , Heather A. Harrington

Context. The numerical modeling of the generation and transfer of polarized radiation is a key task in solar and stellar physics research and has led to a relevant class of discrete problems that can be reframed as linear systems. In order…

Solar and Stellar Astrophysics · Physics 2021-12-08 Gioele Janett , Pietro Benedusi , Luca Belluzzi , Rolf Krause

We present an algorithm to compute all factorizations into linear factors of univariate polynomials over the split quaternions, provided such a factorization exists. Failure of the algorithm is equivalent to non-factorizability for which we…

Rings and Algebras · Mathematics 2022-11-08 Daniel F. Scharler , Hans-Peter Schröcker

This work presents a new evolutionary optimization algorithm in theoretical mathematics with important applications in scientific computing. The use of the evolutionary algorithm is justified by the difficulty of the study of the…

Algebraic Geometry · Mathematics 2017-10-31 Ivan Martino , Giuseppe Nicosia
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