Results 1  10
of
298
Exact Matrix Completion via Convex Optimization
, 2008
"... We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover the entries that we have not seen? We show that one can perfe ..."
Abstract

Cited by 863 (27 self)
 Add to MetaCart
We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover the entries that we have not seen? We show that one can perfectly recover most lowrank matrices from what appears to be an incomplete set of entries. We prove that if the number m of sampled entries obeys m ≥ C n 1.2 r log n for some positive numerical constant C, then with very high probability, most n × n matrices of rank r can be perfectly recovered by solving a simple convex optimization program. This program finds the matrix with minimum nuclear norm that fits the data. The condition above assumes that the rank is not too large. However, if one replaces the 1.2 exponent with 1.25, then the result holds for all values of the rank. Similar results hold for arbitrary rectangular matrices as well. Our results are connected with the recent literature on compressed sensing, and show that objects other than signals and images can be perfectly reconstructed from very limited information.
Probing the Pareto frontier for basis pursuit solutions
, 2008
"... The basis pursuit problem seeks a minimum onenorm solution of an underdetermined leastsquares problem. Basis pursuit denoise (BPDN) fits the leastsquares problem only approximately, and a single parameter determines a curve that traces the optimal tradeoff between the leastsquares fit and the ..."
Abstract

Cited by 364 (4 self)
 Add to MetaCart
The basis pursuit problem seeks a minimum onenorm solution of an underdetermined leastsquares problem. Basis pursuit denoise (BPDN) fits the leastsquares problem only approximately, and a single parameter determines a curve that traces the optimal tradeoff between the leastsquares fit and the onenorm of the solution. We prove that this curve is convex and continuously differentiable over all points of interest, and show that it gives an explicit relationship to two other optimization problems closely related to BPDN. We describe a rootfinding algorithm for finding arbitrary points on this curve; the algorithm is suitable for problems that are large scale and for those that are in the complex domain. At each iteration, a spectral gradientprojection method approximately minimizes a leastsquares problem with an explicit onenorm constraint. Only matrixvector operations are required. The primaldual solution of this problem gives function and derivative information needed for the rootfinding method. Numerical experiments on a comprehensive set of test problems demonstrate that the method scales well to large problems.
Distributed Subgradient Methods for Multiagent Optimization
, 2007
"... We study a distributed computation model for optimizing a sum of convex objective functions corresponding to multiple agents. For solving this (not necessarily smooth) optimization problem, we consider a subgradient method that is distributed among the agents. The method involves every agent minimiz ..."
Abstract

Cited by 235 (23 self)
 Add to MetaCart
(Show Context)
We study a distributed computation model for optimizing a sum of convex objective functions corresponding to multiple agents. For solving this (not necessarily smooth) optimization problem, we consider a subgradient method that is distributed among the agents. The method involves every agent minimizing his/her own objective function while exchanging information locally with other agents in the network over a timevarying topology. We provide convergence results and convergence rate estimates for the subgradient method. Our convergence rate results explicitly characterize the tradeoff between a desired accuracy of the generated approximate optimal solutions and the number of iterations needed to achieve the accuracy.
The Convex Geometry of Linear Inverse Problems
, 2010
"... In applications throughout science and engineering one is often faced with the challenge of solving an illposed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However in many practical situations of interest, models are constr ..."
Abstract

Cited by 181 (17 self)
 Add to MetaCart
In applications throughout science and engineering one is often faced with the challenge of solving an illposed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However in many practical situations of interest, models are constrained structurally so that they only have a few degrees of freedom relative to their ambient dimension. This paper provides a general framework to convert notions of simplicity into convex penalty functions, resulting in convex optimization solutions to linear, underdetermined inverse problems. The class of simple models considered are those formed as the sum of a few atoms from some (possibly infinite) elementary atomic set; examples include wellstudied cases such as sparse vectors (e.g., signal processing, statistics) and lowrank matrices (e.g., control, statistics), as well as several others including sums of a few permutations matrices (e.g., ranked elections, multiobject tracking), lowrank tensors (e.g., computer vision, neuroscience), orthogonal matrices (e.g., machine learning), and atomic measures (e.g., system identification). The convex programming formulation is based on minimizing the norm induced by the convex hull of the atomic set; this norm is referred to as the atomic norm. The facial
Transmission with energy harvesting nodes in fading wireless channels: Optimal policies
 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS
, 2011
"... Wireless systems comprised of rechargeable nodes have a significantly prolonged lifetime and are sustainable. A distinct characteristic of these systems is the fact that the nodes can harvest energy throughout the duration in which communication takes place. As such, transmission policies of the nod ..."
Abstract

Cited by 168 (43 self)
 Add to MetaCart
Wireless systems comprised of rechargeable nodes have a significantly prolonged lifetime and are sustainable. A distinct characteristic of these systems is the fact that the nodes can harvest energy throughout the duration in which communication takes place. As such, transmission policies of the nodes need to adapt to these harvested energy arrivals. In this paper, we consider optimization of pointtopoint data transmission with an energy harvesting transmitter which has a limited battery capacity, communicating in a wireless fading channel. We consider two objectives: maximizing the throughput by a deadline, and minimizing the transmission completion time of the communication session. We optimize these objectives by controlling the time sequence of transmit powers subject to energy storage capacity and causality constraints. We, first, study optimal offline policies. We introduce a directional waterfilling algorithm which provides a simple and concise interpretation of the necessary optimality conditions. We show the optimality of an adaptive directional waterfilling algorithm for the throughput maximization problem. We solve the transmission completion time minimization problem by utilizing its equivalence to its throughput maximization counterpart. Next, we consider online policies. We use stochastic dynamic programming to solve for the optimal online policy that maximizes the average number of bits delivered by a deadline under stochastic fading and energy arrival processes with causal channel state feedback. We also propose nearoptimal policies with reduced complexity, and numerically study their performances along with the performances of the offline and online optimal policies under various different configurations.
Constrained consensus and optimization in multiagent networks
 IEEE TRANSACTIONS ON AUTOMATIC CONTROL
, 2008
"... We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with timevarying connectivity. Our framework is general in that this value can represent a consensus value among multiple agents or an optimal solution of an optimiz ..."
Abstract

Cited by 115 (6 self)
 Add to MetaCart
(Show Context)
We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with timevarying connectivity. Our framework is general in that this value can represent a consensus value among multiple agents or an optimal solution of an optimization problem, where the global objective function is a combination of local agent objective functions. Our main focus is on constrained problems where the estimate of each agent is restricted to lie in a different constraint set. To highlight the effects of constraints, we first consider a constrained consensus problem and present a distributed “projected consensus algorithm ” in which agents combine their local averaging operation with projection on their individual constraint sets. This algorithm can be viewed as a version of an alternating projection method with weights that are varying over time and across agents. We establish convergence and convergence rate results for the projected consensus algorithm. We next study a constrained optimization problem for optimizing the
Fast convex optimization algorithms for exact recovery of a corrupted lowrank matrix
 In Intl. Workshop on Comp. Adv. in MultiSensor Adapt. Processing, Aruba, Dutch Antilles
, 2009
"... Abstract. This paper studies algorithms for solving the problem of recovering a lowrank matrix with a fraction of its entries arbitrarily corrupted. This problem can be viewed as a robust version of classical PCA, and arises in a number of application domains, including image processing, web data r ..."
Abstract

Cited by 94 (9 self)
 Add to MetaCart
(Show Context)
Abstract. This paper studies algorithms for solving the problem of recovering a lowrank matrix with a fraction of its entries arbitrarily corrupted. This problem can be viewed as a robust version of classical PCA, and arises in a number of application domains, including image processing, web data ranking, and bioinformatic data analysis. It was recently shown that under surprisingly broad conditions, it can be exactly solved via a convex programming surrogate that combines nuclear norm minimization and ℓ1norm minimization. This paper develops and compares two complementary approaches for solving this convex program. The first is an accelerated proximal gradient algorithm directly applied to the primal; while the second is a gradient algorithm applied to the dual problem. Both are several orders of magnitude faster than the previous stateoftheart algorithm for this problem, which was based on iterative thresholding. Simulations demonstrate the performance improvement that can be obtained via these two algorithms, and clarify their relative merits.
Spaceex: Scalable verification of hybrid systems
 In Proceedings of the International Conference on Computer Aided Verification
, 2011
"... Abstract. We present a scalable reachability algorithm for hybrid systems with piecewise affine, nondeterministic dynamics. It combines polyhedra and support function representations of continuous sets to compute an overapproximation of the reachable states. The algorithm improves over previous wo ..."
Abstract

Cited by 86 (5 self)
 Add to MetaCart
(Show Context)
Abstract. We present a scalable reachability algorithm for hybrid systems with piecewise affine, nondeterministic dynamics. It combines polyhedra and support function representations of continuous sets to compute an overapproximation of the reachable states. The algorithm improves over previous work by using variable time steps to guarantee a given local error bound. In addition, we propose an improved approximation model, which drastically improves the accuracy of the algorithm. The algorithm is implemented as part of SpaceEx, a new verification platform for hybrid systems, available at spaceex.imag.fr. Experimental results of full fixedpoint computations with hybrid systems with more than 100 variables illustrate the scalability of the approach. 1
Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
, 2007
"... We study primal solutions obtained as a byproduct of subgradient methods when solving the Lagrangian dual of a primal convex constrained optimization problem (possibly nonsmooth). The existing literature on the use of subgradient methods for generating primal optimal solutions is limited to the met ..."
Abstract

Cited by 82 (7 self)
 Add to MetaCart
(Show Context)
We study primal solutions obtained as a byproduct of subgradient methods when solving the Lagrangian dual of a primal convex constrained optimization problem (possibly nonsmooth). The existing literature on the use of subgradient methods for generating primal optimal solutions is limited to the methods producing such solutions only asymptotically (i.e., in the limit as the number of subgradient iterations increases to infinity). Furthermore, no convergence rate results are known for these algorithms. In this paper, we propose and analyze dual subgradient methods using averaging to generate approximate primal optimal solutions. These algorithms use a constant stepsize as opposed to a diminishing stepsize which is dominantly used in the existing primal recovery schemes. We provide estimates on the convergence rate of the primal sequences. In particular, we provide bounds on the amount of feasibility violation of the generated approximate primal solutions. We also provide upper and lower bounds on the primal function values at the approximate solutions. The feasibility violation and primal value estimates are given per iteration, thus providing practical stopping criteria. Our analysis relies on the Slater condition and the inherited boundedness properties of the dual problem under this condition.