arXiv Machine Learning

Controlled Block Proximal Linearized Method for Nonconvex and Nonsmooth Optimization

The paper introduces the Controlled Block Proximal Linearized (CBPL) method for multiblock nonconvex and nonsmooth optimization, avoiding assumptions of bounded iterates or objective coercivity. CBPL adds a control potential to block updates while preserving the original objective, variables, and constraints, and under explicit control design conditions and the KL property it guarantees boundedness, finite length, whole‑sequence convergence of variables, and convergence of objective values. The method is applied to graph‑regularized nonnegative matrix factorization, CP decomposition, and independent‑core matrix tri‑factorization with β0 sparsity constraints, demonstrating reconstruction‑preserving scale degeneracies, explicit controls yielding compact sublevel sets, and whole‑sequence convergence to full critical points, with experiments confirming convergence and sustained graph action.

arXiv Machine Learning
Oct 2

Generalized Geometry Block Proximal Linearized Method for Multiblock Nonconvex and Nonsmooth Optimization

The paper introduces the Generalized Geometry Block Proximal Linearized (GGBPL) method, which uses a generalized geometry proximal linearized operator to update block variables in multiblock nonconvex and nonsmooth optimization problems. By allowing arbitrary inner products and admissible metrics, GGBPL adapts to the geometric structure of various problems, improving numerical efficiency over traditional Euclidean‑based methods. An inertial variant (iGGBPL) is also presented, and a unified convergence framework is established, proving objective convergence, global convergence to a critical point, and an ε‑stationary point iteration complexity of φ(ε−−). The methods are applied to sparse nonnegative matrix factorization and sparse nonnegative CP decomposition with λ₀ constraints, showing superior performance in numerical experiments.

By Weifeng Yang
arXiv Machine Learning
Aug 20

Escaping Local Minima Provably in Non-convex Matrix Sensing: A Deterministic Framework via Simulated Lifting

The paper introduces a deterministic Simulated Oracle Direction (SOD) framework that enables escaping spurious local minima in non‑convex low‑rank matrix sensing without explicit tensor lifting. By projecting over‑parameterized escape directions back into the original parameter space, the method guarantees a strict decrease in objective value from existing local minima. Experiments show reliable escape from local minima and convergence to global optima with minimal computational overhead compared to explicit over‑parameterization.

By Tianqi Shen, Jinji Yang, Junze He, Kunhan Gao, Zeyu Zheng, Ziye Ma
arXiv Machine Learning
Oct 15

Learning to Design Convex Relaxations for Nonconvex Optimization

The paper introduces AutoConvexRelax, a learning-based framework that automates the design of convex relaxations for nonconvex optimization problems. By representing a problem as a tripartite graph of variables, symbolic terms, and objective/constraint positions, the method learns a policy to compose symbolic rewrites that generate valid relaxation trajectories. Experiments on quadratic and fractional problems show that the learned policy improves McCormick lower bounds by 13.52% and achieves near‑semidefinite bounds while using smaller formulations.

By Jinrun Liu, Bai Yan, Tengfei Liu, Qunfeng Liu, Jian Yang, Shi Cheng, Yuhui Shi, Qi Zhao
arXiv Machine Learning
Jun 9

On solving symmetric multi-type orthogonal non-negative matrix tri-factorization problem

arXiv:2606. 08291v1 Announce Type: new Abstract: We study the symmetric multi-type orthogonal non-negative matrix tri-factorization problem, where several symmetric non-negative matrices are simultaneously approximated by factors of the form $GS_{i}G^{\top}$, with a shared non-negative and orthogonal factor $G$.

By Rok Hribar, Gregor Papa, Janez Povh, Andrej Kastrin