相关论文: Triple Simplex Matrix Completion for Expense Forec…

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…

Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…

This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and…

Many clustering applications in machine learning and data mining rely on solving metric-constrained optimization problems. These problems are characterized by $O(n^3)$ constraints that enforce triangle inequalities on distance variables…

In various fields, statistical models of interest are analytically intractable. As a result, statistical inference is greatly hampered by computational constraints. However, given a model, different users with different data are likely to…

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…

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Capacity expansion planning under uncertainty requires selecting a scenario count and representative operational horizon to estimate average production costs. Small choices risk unreliable plans, while large choices become intractable. We…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…

In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…