Conditional Gradient Algorithms for Rank-One Matrix Approximations with a Sparsity Constraint

The sparsity constrained rank-one matrix approximation problem is a difficult mathematical optimization problem which arises in a wide array of useful applications in engineering, machine learning and statistics, and the design of algorithms for this problem has attracted intensive research activities. We introduce an algorithmic framework, called ConGradU, that unifies a variety of seemingly different algorithms that have been derived from disparate approaches, and allows for deriving new schemes. Building on the old and well-known conditional gradient algorithm, ConGradU is a simplified version with unit step size and yields a generic algorithm which either is given by an analytic formula or requires a very low computational complexity. Mathematical properties are systematically developed and numerical experiments are given.Comment: Minor changes. Final version. To appear in SIAM Revie

On convergence of the maximum block improvement method

Abstract. The MBI (maximum block improvement) method is a greedy approach to solving optimization problems where the decision variables can be grouped into a finite number of blocks. Assuming that optimizing over one block of variables while fixing all others is relatively easy, the MBI method updates the block of variables corresponding to the maximally improving block at each iteration, which is arguably a most natural and simple process to tackle block-structured problems with great potentials for engineering applications. In this paper we establish global and local linear convergence results for this method. The global convergence is established under the Lojasiewicz inequality assumption, while the local analysis invokes second-order assumptions. We study in particular the tensor optimization model with spherical constraints. Conditions for linear convergence of the famous power method for computing the maximum eigenvalue of a matrix follow in this framework as a special case. The condition is interpreted in various other forms for the rank-one tensor optimization model under spherical constraints. Numerical experiments are shown to support the convergence property of the MBI method

Multicast Multigroup Beamforming under Per-antenna Power Constraints

Linear precoding exploits the spatial degrees of freedom offered by multi-antenna transmitters to serve multiple users over the same frequency resources. The present work focuses on simultaneously serving multiple groups of users, each with its own channel, by transmitting a stream of common symbols to each group. This scenario is known as physical layer multicasting to multiple co-channel groups. Extending the current state of the art in multigroup multicasting, the practical constraint of a maximum permitted power level radiated by each antenna is tackled herein. The considered per antenna power constrained system is optimized in a maximum fairness sense. In other words, the optimization aims at favoring the worst user by maximizing the minimum rate. This Max-Min Fair criterion is imperative in multicast systems, where the performance of all the receivers listening to the same multicast is dictated by the worst rate in the group. An analytic framework to tackle the Max-Min Fair multigroup multicasting scenario under per antenna power constraints is therefore derived. Numerical results display the accuracy of the proposed solution and provide insights to the performance of a per antenna power constrained system.Comment: Presented in IEEE ICC 2014, Sydney, AUS. arXiv admin note: substantial text overlap with arXiv:1406.755