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This paper is concerned with the rank constrained optimization problem whose feasible set is the intersection of the rank constraint set $\mathcal{R}=\!\big\{X\in\mathbb{X}\ |\ {\rm rank}(X)\le \kappa\big\}$ and a closed convex set…

Optimization and Control · Mathematics 2016-03-24 Shujun Bi , Shaohua Pan

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

In semidefinite programming a proposed optimal solution may be quite poor in spite of having sufficiently small residual in the optimality conditions. This issue may be framed in terms of the discrepancy between forward error (the…

Optimization and Control · Mathematics 2019-08-14 Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

Optimization and Control · Mathematics 2015-12-14 Zirui Zhou , Anthony Man-Cho So

We study the question of approximability for the inverse of the FEM stiffness matrix for (scalar) second order elliptic boundary value problems by blockwise low rank matrices such as those given by the H-matrix format. We show that…

Numerical Analysis · Mathematics 2016-05-30 Markus Faustmann , Jens Markus Melenk , Dirk Praetorius

Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient…

Numerical Analysis · Mathematics 2023-04-06 Frank de Hoog , Markus Hegland

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi

Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…

Numerical Analysis · Computer Science 2014-10-28 Éric Schost , Pierre-Jean Spaenlehauer

We give a general lower bound on the rank of matrices of the form $\rho(h) - I$ with $\rho : G \rightarrow GL({\mathbb F}^n)$ an irreducible representation of a finite group $G$. The main tool in the proof is a (strengthening) of a…

Group Theory · Mathematics 2025-12-23 Zeev Dvir

Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…

Optimization and Control · Mathematics 2026-05-25 Zhou Wei , Michel Thera , Jen-Chih Yao

We construct a general framework for deriving error bounds for conic feasibility problems. In particular, our approach allows one to work with cones that fail to be amenable or even to have computable projections, two previously challenging…

Optimization and Control · Mathematics 2022-10-17 Scott B. Lindstrom , Bruno F. Lourenço , Ting Kei Pong

Automating algorithm configuration is growing increasingly necessary as algorithms come with more and more tunable parameters. It is common to tune parameters using machine learning, optimizing performance metrics such as runtime and…

Artificial Intelligence · Computer Science 2020-12-25 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

In our previous works, we proved that the inverse of the stiffness matrix of an $h$-version finite element method (FEM) applied to scalar second order elliptic boundary value problems can be approximated at an exponential rate in the block…

Numerical Analysis · Mathematics 2024-07-25 Niklas Angleitner , Markus Faustmann , Jens Markus Melenk

Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…

Optimization and Control · Mathematics 2024-12-10 Youbang Sun , Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest…

Symbolic Computation · Computer Science 2017-12-13 Mark Giesbrecht , Joseph Haraldson , George Labahn

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

Error bounds play a central role in the study of conic optimization problems, including the analysis of convergence rates for numerous algorithms. Curiously, those error bounds are often H\"olderian with exponent 1/2. In this paper, we try…

Optimization and Control · Mathematics 2025-10-01 Xiaozhou Wang , Bruno F. Lourenço , Ting Kei Pong

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

We introduce the notion of consistent error bound functions which provides a unifying framework for error bounds for multiple convex sets. This framework goes beyond the classical Lipschitzian and H\"olderian error bounds and includes…

Optimization and Control · Mathematics 2023-10-20 Tianxiang Liu , Bruno F. Lourenço

This paper gives some results related to the research problem about infinite-dimensional affine variational inequalities raised by N.D. Yen and X. Yang [Affine variational inequalities on normed spaces, J. Optim. Theory Appl., 178 (2018),…

Optimization and Control · Mathematics 2023-04-20 Hoang Ngoc Tuan , Yongdo Lim , Nguyen Dong Yen
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