1,808 research outputs found
A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints
We propose a new algorithm to solve optimization problems of the form for a smooth function under the constraints that is positive
semidefinite and the diagonal blocks of are small identity matrices. Such
problems often arise as the result of relaxing a rank constraint (lifting). In
particular, many estimation tasks involving phases, rotations, orthonormal
bases or permutations fit in this framework, and so do certain relaxations of
combinatorial problems such as Max-Cut. The proposed algorithm exploits the
facts that (1) such formulations admit low-rank solutions, and (2) their
rank-restricted versions are smooth optimization problems on a Riemannian
manifold. Combining insights from both the Riemannian and the convex geometries
of the problem, we characterize when second-order critical points of the smooth
problem reveal KKT points of the semidefinite problem. We compare against state
of the art, mature software and find that, on certain interesting problem
instances, what we call the staircase method is orders of magnitude faster, is
more accurate and scales better. Code is available.Comment: 37 pages, 3 figure
International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book
The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions.
This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more
Facility layout problem: Bibliometric and benchmarking analysis
Facility layout problem is related to the location of departments in a facility area, with the aim of determining the most effective configuration. Researches based on different approaches have been published in the last six decades and, to prove the effectiveness of the results obtained, several instances have been developed. This paper presents a general overview on the extant literature on facility layout problems in order to identify the main research trends and propose future research questions. Firstly, in order to give the reader an overview of the literature, a bibliometric analysis is presented. Then, a clusterization of the papers referred to the main instances reported in literature was carried out in order to create a database that can be a useful tool in the benchmarking procedure for researchers that would approach this kind of problems
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