论文标题

在广义力矩问题中利用理想 - 比值在矩阵分解等级中应用

Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks

论文作者

Korda, Milan, Laurent, Monique, Magron, Victor, Steenkamp, Andries

论文摘要

我们探索了一种新型的稀疏性,以解决我们称之为理想的标准的广义力矩问题(GMP)。这种稀疏性利用了平等约束的存在,需要对通过相关图建模的双线性单元产生的理想的多样性支持该度量。我们表明,这可以实现GMP的等效稀疏重新印度,其中单个(高维)度量变量被该图的最大插座支撑的几个(较低维度)度量变量所取代。当应用于界定非负和完全阳性矩阵因子级别的问题时,我们探讨了GMP原始密集配方以及这种新的,等效的理想重新印度的原始密集配方和这种等效的理想重新印度的原始密集配方的层次结构。我们表明,理想的层次结构提供的界限至少与从密集的层次结构获得的界限一样好(并且通常更紧密)。这与在文献中最常见的相关稀疏性时的情况形成鲜明对比,在文献中最常见的是,所产生的边界比密集的界限弱。此外,虽然相关稀疏性需要基础图为弦,但理想表象不需要这样的假设。数值结果表明,理想范围的边界通常比其致密类似物更紧密且更快。

We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the measure to be supported on the variety of an ideal generated by bilinear monomials modeled by an associated graph. We show that this enables an equivalent sparse reformulation of the GMP, where the single (high dimensional) measure variable is replaced by several (lower-dimensional) measure variables supported on the maximal cliques of the graph. We explore the resulting hierarchies of moment-based relaxations for the original dense formulation of GMP and this new, equivalent ideal-sparse reformulation, when applied to the problem of bounding nonnegative- and completely positive matrix factorization ranks. We show that the ideal-sparse hierarchies provide bounds that are at least as good (and often tighter) as those obtained from the dense hierarchy. This is in sharp contrast to the situation when exploiting correlative sparsity, as is most common in the literature, where the resulting bounds are weaker than the dense bounds. Moreover, while correlative sparsity requires the underlying graph to be chordal, no such assumption is needed for ideal-sparsity. Numerical results show that the ideal-sparse bounds are often tighter and much faster to compute than their dense analogs.

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