Nonconvex optimization meets low-rank matrix factorization: An overview

Y Chi, YM Lu, Y Chen - IEEE Transactions on Signal …, 2019 - ieeexplore.ieee.org
Substantial progress has been made recently on develo** provably accurate and efficient
algorithms for low-rank matrix factorization via nonconvex optimization. While conventional …

Proximal gradient method for nonsmooth optimization over the Stiefel manifold

S Chen, S Ma, A Man-Cho So, T Zhang - SIAM Journal on Optimization, 2020 - SIAM
We consider optimization problems over the Stiefel manifold whose objective function is the
summation of a smooth function and a nonsmooth function. Existing methods for solving this …

Nonconvex phase synchronization

N Boumal - SIAM Journal on Optimization, 2016 - SIAM
We estimate n phases (angles) from noisy pairwise relative phase measurements. The task
is modeled as a nonconvex least-squares optimization problem. It was recently shown that …

Near-optimal bounds for phase synchronization

Y Zhong, N Boumal - SIAM Journal on Optimization, 2018 - SIAM
The problem of estimating the phases (angles) of a complex unit-modulus vector z from their
noisy pairwise relative measurements C=zz^*+σW, where W is a complex-valued Gaussian …

Nonsmooth optimization over the Stiefel manifold and beyond: Proximal gradient method and recent variants

S Chen, S Ma, A Man-Cho So, T Zhang - SIAM Review, 2024 - SIAM
We consider optimization problems over the Stiefel manifold whose objective function is the
summation of a smooth function and a nonsmooth function. Existing methods for solving this …

The projected power method: An efficient algorithm for joint alignment from pairwise differences

Y Chen, EJ Candès - Communications on Pure and Applied …, 2018 - Wiley Online Library
Various applications involve assigning discrete label values to a collection of objects based
on some pairwise noisy data. Due to the discrete—and hence nonconvex—structure of the …

Near-optimal performance bounds for orthogonal and permutation group synchronization via spectral methods

S Ling - Applied and Computational Harmonic Analysis, 2022 - Elsevier
Group synchronization asks to recover group elements from their pairwise measurements. It
has found numerous applications across various scientific disciplines. In this work, we focus …

Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance …

H Liu, AMC So, W Wu - Mathematical Programming, 2019 - Springer
The problem of optimizing a quadratic form over an orthogonality constraint (QP-OC for
short) is one of the most fundamental matrix optimization problems and arises in many …

The global optimization geometry of low-rank matrix optimization

Z Zhu, Q Li, G Tang, MB Wakin - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
This paper considers general rank-constrained optimization problems that minimize a
general objective function over the set of rectangular matrices that have rank at most r. To …

A unified approach to synchronization problems over subgroups of the orthogonal group

H Liu, MC Yue, AMC So - Applied and Computational Harmonic Analysis, 2023 - Elsevier
The problem of synchronization over a group G aims to estimate a collection of group
elements G 1⁎,…, G n⁎∈ G based on noisy observations of a subset of all pairwise ratios of …