相关论文: A Block Coordinate Descent Method for Sensor Netwo…

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

This work presents a parallel variant of the algorithm introduced in [Acceleration of block coordinate descent methods with identification strategies Comput. Optim. Appl. 72(3):609--640, 2019] to minimize the sum of a partially separable…

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Matrix rank minimizing subject to affine constraints arises in many application areas, ranging from signal processing to machine learning. Nuclear norm is a convex relaxation for this problem which can recover the rank exactly under some…

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

When solving large scale semidefinite programs that admit a low-rank solution, an efficient heuristic is the Burer-Monteiro factorization: instead of optimizing over the full matrix, one optimizes over its low-rank factors. This reduces the…

A Semidefinite Programming (SDP) relaxation is an effective computational method to solve a Sensor Network Localization problem, which attempts to determine the locations of a group of sensors given the distances between some of them [11].…

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

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…

This work proposes a rapid algorithm, BM-Global, for nuclear-norm-regularized convex and low-rank matrix optimization problems. BM-Global efficiently decreases the objective value via low-cost steps leveraging the nonconvex but smooth…

We propose an algorithm for the Wireless Sensor Network localization problem, which is based on the well-known algorithmic framework of Alternating Minimization. We start with a non-smooth and non-convex minimization, and transform it into…

This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…

It is well-known that the Burer-Monteiro (B-M) factorization approach can efficiently solve low-rank matrix optimization problems under the RIP condition. It is natural to ask whether B-M factorization-based methods can succeed on any…

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…

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Semidefinite programs are generally challenging to solve due to their high dimensionality. Burer and Monteiro developed a non-convex approach to solve linear SDP problems by applying its low rank property. Their approach is fast because…

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…