相关论文: Computing Lower Bounds on the Nonnegative Rank via…
We develop a notion of {\em inner rank} as a tool for obtaining lower bounds on the rank of matrix multiplication tensors. We use it to give a short proof that the border rank (and therefore rank) of the tensor associated with $n\times n$…
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…
Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…
Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…
Tensors decompositions are a class of tools for analysing datasets of high dimensionality and variety in a natural manner, with the Canonical Polyadic Decomposition (CPD) being a main pillar. While the notion of CPD is closely intertwined…
This work investigates the geometry of a nonconvex reformulation of minimizing a general convex loss function $f(X)$ regularized by the matrix nuclear norm $\|X\|_*$. Nuclear-norm regularized matrix inverse problems are at the heart of many…
Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…
Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…
Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling. NMF is a difficult problem in general (NP-hard), and its…
The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…
Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
We study a class of stochastic nonconvex optimization in the form of $\min_{x\in\mathcal{X}} F(x):=\mathbb{E}_\xi [f(\phi(x,\xi))]$, i.e., $F$ is a composition of a convex function $f$ and a random function $\phi$. Leveraging an (implicit)…
Nonnegative matrix factorization (NMF) is a popular method used to reduce dimensionality in data sets whose elements are nonnegative. It does so by decomposing the data set of interest, $\mathbf{X}$, into two lower rank nonnegative matrices…
We introduce a cutting-plane framework for nonconvex quadratic programs (QPs) that progressively tightens convex relaxations. Our approach leverages the doubly nonnegative (DNN) relaxation to compute strong lower bounds and generate…
Detecting hidden convexity is one of the tools to address nonconvex minimization problems. After giving a formal definition of hidden convexity, we introduce the notion of conditional infimum, as it will prove instrumental in detecting…
We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…
The full strong branching (FSB) rule is well known to produce extremely small branch-and-bound trees. This rule guides branching decisions based exclusively on the information regarding local gains in the linear programming (LP) bounds. We…
We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…
The positive semidefinite rank of a convex body $C$ is the size of its smallest positive semidefinite formulation. We show that the positive semidefinite rank of any convex body $C$ is at least $\sqrt{\log d}$ where $d$ is the smallest…