Related papers: Factorization-free Orthogonal Projection onto the …
This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…
This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…
The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…
In the field of unsupervised feature selection, sparse principal component analysis (SPCA) methods have attracted more and more attention recently. Compared to spectral-based methods, SPCA methods don't rely on the construction of a…
This paper is devoted to the general problem of projection onto a polyhedral convex cone generated by a finite set of generators.This problem is reformulated into projection onto the polytope obtained by simple truncation of the original…
Positive semidefinite (PSD) cone is the cone of positive semidefinite matrices, and is the object of interest in semidefinite programming (SDP). A computational efficient approximation of the PSD cone is the $k$-PSD closure, $1 \leq k < n$,…
We give an algorithm for computing approximate PSD factorizations of nonnegative matrices. The running time of the algorithm is polynomial in the dimensions of the input matrix, but exponential in the PSD rank and the approximation error.…
In this paper, we address a long-standing challenge: how to achieve both efficiency and scalability in solving semidefinite programming problems. We propose breakthrough acceleration techniques for a wide range of low-rank…
We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible…
The metric projection onto the positive semidefinite (PSD) cone is strongly semismooth, a property that guarantees local quadratic convergence for many powerful algorithms in semidefinite programming. In this paper, we investigate whether…
In this paper, we introduce a practical GPU-enhanced matrix-free first-order method for solving large-scale conic programming problems, which we refer to as PDCS, standing for the Primal-Dual Conic Programming Solver. Problems that it…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
Random projection can reduce the dimension of data while capturing its structure and is a fundamental tool for machine learning, signal processing, and information retrieval, which deal with a large amount of data today. RandNLA (Randomized…
Most numerical methods for conic problems use the homogenous primal-dual embedding, which yields a primal-dual solution or a certificate establishing primal or dual infeasibility. Following Patrinos (and others, 2018), we express the…
Postive semidefinite (PSD) cone is the cone of positive semidefinite matrices, and is the object of interest in semidefinite programming (SDP). A computational efficient approximation of the PSD cone is the $k$-PSD closure, $1 \leq k < n$,…
Algorithm unfolding creates an interpretable and parsimonious neural network architecture by implementing each iteration of a model-based algorithm as a neural layer. However, unfolding a proximal splitting algorithm with a positive…
Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or…
Available super-resolution techniques for 3D images are either computationally inefficient prior-knowledge-based iterative techniques or deep learning methods which require a large database of known low- and high-resolution image pairs. A…
A new projection operator based on cylindrical algebraic decomposition (CAD) is proposed. The new operator computes the intersection of projection factor sets produced by different CAD projection orders. In other words, it computes the gcd…
This article utilizes the projected gradient method (PG) for a non-negative matrix factorization problem (NMF), where one or both matrix factors must have orthonormal columns or rows. We penalise the orthonormality constraints and apply the…