相关论文: On solving large-scale limited-memory quasi-Newton…
Solving very large linear systems of equations is a key computational task in science and technology. In many cases, the coefficient matrix of the linear system is rank-deficient, leading to systems that may be underdetermined,…
The process of rank aggregation is intimately intertwined with the structure of skew-symmetric matrices. We apply recent advances in the theory and algorithms of matrix completion to skew-symmetric matrices. This combination of ideas…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…
In this paper, we present a simple combinatorial algorithm that solves symmetric diagonally dominant (SDD) linear systems in nearly-linear time. It uses very little of the machinery that previously appeared to be necessary for a such an…
We introduce a numerical strategy to efficiently solve the out-of-equilibrium Dyson equation in the transient regime. By discretizing the equation into a compact matrix form and applying state-of-the-art matrix compression techniques, we…
Low-rank matrix completion (LRMC) has demonstrated remarkable success in a wide range of applications. To address the NP-hard nature of the rank minimization problem, the nuclear norm is commonly used as a convex and computationally…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…
We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…
A Parallel Self-Organizing Map (Parallel-SOM) is proposed to modify Kohonen's SOM in parallel computing environment. In this model, two separate layers of neurons are connected together. The number of neurons in both layers and connections…
Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…
We present a novel representation of rank constraints for non-square real matrices. We establish relationships with some existing results, which are particular cases of our representation. One of these particular cases, is a representation…
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…
A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…
We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…
We propose in this work a subgradient extragradient method with inertial and correction terms for solving equilibrium problems in a real Hilbert space. We obtain that the sequence generated by our proposed method converges weakly to a point…
We develop a highly accurate analytic approximation for small-scale non-cold relic perturbations by solving the collisionless Boltzmann equation in the quasi-stationary regime. The approximation is implemented in CLASSIER (CLASS Integral…