相关论文: A Newton Interior-Point Method for $\ell_0$ Factor…
In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…
Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…
Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…
This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…
We present a numerical algorithm for nonnegative matrix factorization (NMF) problems under noisy separability. An NMF problem under separability can be stated as one of finding all vertices of the convex hull of data points. The research…
When a matrix has a banded inverse there is a remarkable formula that quickly computes that inverse, using only local information in the original matrix. This local inverse formula holds more generally, for matrices with sparsity patterns…
Matrix denoising is central to signal processing and machine learning. Its statistical analysis when the matrix to infer has a factorised structure with a rank growing proportionally to its dimension remains a challenge, except when it is…
This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…
We study the $\ell_1$-low rank approximation problem, where for a given $n \times d$ matrix $A$ and approximation factor $\alpha \geq 1$, the goal is to output a rank-$k$ matrix $\widehat{A}$ for which $$\|A-\widehat{A}\|_1 \leq \alpha…
In this paper, we consider a regularization strategy for the factorization method when there is noise added to the data operator. The factorization method is a qualitative method used in shape reconstruction problems. These methods are…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
$\ell_1$ mean filtering is a conventional, optimization-based method to estimate the positions of jumps in a piecewise constant signal perturbed by additive noise. In this method, the $\ell_1$ norm penalizes sparsity of the first-order…
We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…
We propose a method for noise reduction, the task of producing a clean audio signal from a recording corrupted by additive noise. Many common approaches to this problem are based upon applying non-negative matrix factorization to…
We explore the local landscape of low-rank matrix recovery, focusing on reconstructing a $d_1\times d_2$ matrix $X^\star$ with rank $r$ from $m$ linear measurements, some potentially noisy. When the noise is distributed according to an…
Model reduction methods often aim at an identification of slow invariant manifolds in the state space of dynamical systems modeled by ordinary differential equations. We present a predictor corrector method for a fast solution of an…
In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…
Probabilistic approach to Boolean matrix factorization can provide solutions robustagainst noise and missing values with linear computational complexity. However,the assumption about latent factors can be problematic in real world…
This paper shows how a class of non-convex optimization problems constrained by discretized nonlinear partial differential equations may be solved to global optimality using an interior point continuation method. The solution procedure…
The problem of approximating a dense matrix by a product of sparse factors is a fundamental problem for many signal processing and machine learning tasks. It can be decomposed into two subproblems: finding the position of the non-zero…