2,573 research outputs found
Scalable Algorithms for Tractable Schatten Quasi-Norm Minimization
The Schatten-p quasi-norm is usually used to replace the standard
nuclear norm in order to approximate the rank function more accurately.
However, existing Schatten-p quasi-norm minimization algorithms involve
singular value decomposition (SVD) or eigenvalue decomposition (EVD) in each
iteration, and thus may become very slow and impractical for large-scale
problems. In this paper, we first define two tractable Schatten quasi-norms,
i.e., the Frobenius/nuclear hybrid and bi-nuclear quasi-norms, and then prove
that they are in essence the Schatten-2/3 and 1/2 quasi-norms, respectively,
which lead to the design of very efficient algorithms that only need to update
two much smaller factor matrices. We also design two efficient proximal
alternating linearized minimization algorithms for solving representative
matrix completion problems. Finally, we provide the global convergence and
performance guarantees for our algorithms, which have better convergence
properties than existing algorithms. Experimental results on synthetic and
real-world data show that our algorithms are more accurate than the
state-of-the-art methods, and are orders of magnitude faster.Comment: 16 pages, 5 figures, Appears in Proceedings of the 30th AAAI
Conference on Artificial Intelligence (AAAI), Phoenix, Arizona, USA, pp.
2016--2022, 201
Optimization as an analysis tool for human complex decision making
We present a problem class of mixed-integer nonlinear programs (MINLPs) with nonconvex continuous relaxations which stem from economic test scenarios that are used in the analysis of human complex problem solving. In a round-based scenario participants hold an executive function. A posteriori a performance indicator is calculated and correlated to personal measures such as intelligence, working memory, or emotion regulation. Altogether, we investigate 2088 optimization problems that differ in size and initial conditions, based on real-world experimental data from 12 rounds of 174 participants. The goals are twofold. First, from the optimal solutions we gain additional insight into a complex system, which facilitates the analysis of a participant’s performance in the test. Second, we propose a methodology to automatize this process by providing a new criterion based on the solution of a series of optimization problems. By providing a mathematical optimization model and this methodology, we disprove the assumption that the “fruit fly of complex problem solving,” the Tailorshop scenario that has been used for dozens of published studies, is not mathematically accessible—although it turns out to be extremely challenging even for advanced state-of-the-art global optimization algorithms and we were not able to solve all instances to global optimality in reasonable time in this study. The publicly available computational tool Tobago [TOBAGO web site https://sourceforge.net/projects/tobago] can be used to automatically generate problem instances of various complexity, contains interfaces to AMPL and GAMS, and is hence ideally suited as a testbed for different kinds of algorithms and solvers. Computational practice is reported with respect to the influence of integer variables, problem dimension, and local versus global optimization with different optimization codes
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