41 research outputs found
-sphere covering and approximating nuclear -norm
The spectral -norm and nuclear -norm of matrices and tensors appear in
various applications albeit both are NP-hard to compute. The former sets a
foundation of -sphere constrained polynomial optimization problems and
the latter has been found in many rank minimization problems in machine
learning. We study approximation algorithms of the tensor nuclear -norm with
an aim to establish the approximation bound matching the best one of its dual
norm, the tensor spectral -norm. Driven by the application of sphere
covering to approximate both tensor spectral and nuclear norms (), we
propose several types of hitting sets that approximately represent
-sphere with adjustable parameters for different levels of
approximations and cardinalities, providing an independent toolbox for decision
making on -spheres. Using the idea in robust optimization and
second-order cone programming, we obtain the first polynomial-time algorithm
with an -approximation bound for the computation of the matrix
nuclear -norm when is a rational, paving a way for
applications in modeling with the matrix nuclear -norm. These two new
results enable us to propose various polynomial-time approximation algorithms
for the computation of the tensor nuclear -norm using tensor partitions,
convex optimization and duality theory, attaining the same approximation bound
to the best one of the tensor spectral -norm. We believe the ideas of
-sphere covering with its applications in approximating nuclear
-norm would be useful to tackle optimization problems on other sets such as
the binary hypercube with its applications in graph theory and neural networks,
the nonnegative sphere with its applications in copositive programming and
nonnegative matrix factorization