相关论文: A Unique Inverse Decomposition of Positive Definit…
We study copositive matrices which admit a decomposition into a sum of a positive semidefinite matrix and a matrix with nonnegative entries. Our main result shows that if the off-diagonal entries of a copositive matrix are nondecreasing in…
We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and they have been studied for many decades.…
This paper studies the problem of decomposing a low-rank positive-semidefinite matrix into symmetric factors with binary entries, either $\{\pm 1\}$ or $\{0,1\}$. This research answers fundamental questions about the existence and…
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…
Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…
Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have…
Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…
A common optimization problem is the minimization of a symmetric positive definite quadratic form $< x,Tx >$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend…
Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…
The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…
Finding the inverse of a matrix is an open problem especially when it comes to engineering problems due to their complexity and running time (cost) of matrix inversion algorithms. An optimum strategy to invert a matrix is, first, to reduce…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…
We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…
This paper studies the problem of decomposing a low-rank matrix into a factor with binary entries, either from $\{\pm 1\}$ or from $\{0,1\}$, and an unconstrained factor. The research answers fundamental questions about the existence and…
The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in…
We propose a new decomposition framework for continuous nonlinear constrained two-stage optimization, where both first- and second-stage problems can be nonconvex. A smoothing technique based on an interior-point formulation renders the…
Positive semidefinite Hermitian matrices that are not fully specified can be completed provided their underlying graph is chordal. If the matrix is positive definite the completion can be uniquely characterized as the matrix that maximizes…
This short note, in part of expository nature, points out several new or recent consequences of a quite nice decomposition for positive semi-definite matrices.
Given a collection of data points, non-negative matrix factorization (NMF) suggests to express them as convex combinations of a small set of `archetypes' with non-negative entries. This decomposition is unique only if the true archetypes…