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This paper introduces a general multi-class approach to weakly supervised classification. Inferring the labels and learning the parameters of the model is usually done jointly through a block-coordinate descent algorithm such as…

机器学习 · 计算机科学 2012-07-03 Armand Joulin , Francis Bach

It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…

最优化与控制 · 数学 2015-10-19 Burak Kocuk , Santanu S. Dey , X. Andy Sun

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

机器学习 · 统计学 2021-09-28 April Sagan , John E. Mitchell

In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they…

最优化与控制 · 数学 2018-08-01 Florian Bernard , Christian Theobalt , Michael Moeller

We present novel, convex relaxations for rotation and pose estimation problems that can a posteriori guarantee global optimality for practical measurement noise levels. Some such relaxations exist in the literature for specific problem…

机器人学 · 计算机科学 2024-06-04 Timothy D Barfoot , Connor Holmes , Frederike Dümbgen

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…

最优化与控制 · 数学 2016-01-07 Nicolas Boumal

We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…

最优化与控制 · 数学 2021-12-07 Roman Pogodin , Mikhail Krechetov , Yury Maximov

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

数据结构与算法 · 计算机科学 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…

最优化与控制 · 数学 2018-06-21 Angang Cui , Jigen Peng , Haiyang Li

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

最优化与控制 · 数学 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

最优化与控制 · 数学 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

最优化与控制 · 数学 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

We study extensions of compressive sensing and low rank matrix recovery to the recovery of low rank tensors from incomplete linear information. While the reconstruction of low rank matrices via nuclear norm minimization is rather…

信息论 · 计算机科学 2017-02-16 Holger Rauhut , Željka Stojanac

We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…

最优化与控制 · 数学 2020-08-18 Bahman Kalantari

The importance of accurate recommender systems has been widely recognized by academia and industry. However, the recommendation quality is still rather low. Recently, a linear sparse and low-rank representation of the user-item matrix has…

信息检索 · 计算机科学 2016-02-29 Zhao Kang , Qiang Cheng

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

最优化与控制 · 数学 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…

统计力学 · 物理学 2017-04-27 Adel Javanmard , Andrea Montanari , Federico Ricci-Tersenghi

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

数值分析 · 数学 2018-01-03 Augustin Cosse , Laurent Demanet

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

最优化与控制 · 数学 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

Group synchronization aims to recover the group elements from their noisy pairwise measurements. It has found many applications in community detection, clock synchronization, and joint alignment problem. This paper focuses on the orthogonal…

最优化与控制 · 数学 2020-06-02 Shuyang Ling