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Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

机器学习 · 统计学 2014-08-26 Donald Goldfarb , Zhiwei Qin

This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and…

最优化与控制 · 数学 2020-05-14 Jie Wang , Victor Magron , Jean-Bernard Lasserre

The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…

数值分析 · 数学 2015-06-02 Mike Espig , Wolfgang Hackbusch , Aram Khachatryan

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…

最优化与控制 · 数学 2020-11-03 Jae Hyoung Lee , Nithirat Sisarat , Liguo Jiao

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

机器学习 · 计算机科学 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

Wisely utilizing the internal and external learning methods is a new challenge in super-resolution problem. To address this issue, we analyze the attributes of two methodologies and find two observations of their recovered details: 1) they…

计算机视觉与模式识别 · 计算机科学 2023-02-20 Shuang Wang , Bo Yue , Xuefeng Liang , Peiyuan Ji , Licheng Jiao

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

机器学习 · 计算机科学 2014-05-15 Moritz Hardt

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 present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…

最优化与控制 · 数学 2023-07-18 Aurelien Lucchi , Jonas Kohler

Weight optimization of frame structures with continuous cross-section parametrization is a challenging non-convex problem that has traditionally been solved by local optimization techniques. Here, we exploit its inherent semi-algebraic…

最优化与控制 · 数学 2025-01-29 Marek Tyburec , Michal Kočvara , Martin Kružík

Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…

统计方法学 · 统计学 2023-09-28 Di Wang , Yao Zheng , Guodong Li

We consider a strongly heterogeneous medium saturated by an incompressible viscous fluid as it appears in geomechanical modeling. This poroelasticity problem suffers from rapidly oscillating material parameters, which calls for a thorough…

数值分析 · 数学 2018-12-27 Robert Altmann , Eric Chung , Roland Maier , Daniel Peterseim , Sai-Mang Pun

The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

最优化与控制 · 数学 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

We associate with each convex optimization problem posed on some locally convex space with an infinite index set T, and a given non-empty family H formed by finite subsets of T, a suitable Lagrangian-Haar dual problem. We provide reverse…

最优化与控制 · 数学 2021-06-18 Nguyen Dinh , Miguel A. Goberna , Marco A. Lopez , Michel Volle

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

最优化与控制 · 数学 2019-10-25 Yaohua Hu , Jiawen Li , Carisa Kwok Wai Yu

To further study the application of waveform relaxation methods in fluid dynamics in actual computation, this paper provides a general theoretical analysis of discrete-time waveform relaxation methods for solving linear DAEs. A class of…

数值分析 · 数学 2015-11-05 Xi Yang

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

机器学习 · 统计学 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…

最优化与控制 · 数学 2025-09-08 Marek Tyburec , Michal Kočvara , Marouan Handa , Jan Zeman

By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…

数值分析 · 数学 2023-02-07 Christoph Strössner , Daniel Kressner

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

信息论 · 计算机科学 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan