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A Support-Set Algorithm for Optimization Problems with Nonnegative and Orthogonal Constraints

Wang, Lei, Liu, Xin, Chen, Xiaojun

arXiv.org Machine Learning

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our analysis demonstrates that, by fixing the support set, the global solution of the minimization subproblem for the proximal linearization of the objective function can be computed in closed form with at most $n$ nonzero entries. Exploiting this structural property offers a powerful avenue for dramatically enhancing computational efficiency. Guided by this insight, we propose a support-set algorithm preserving strictly the feasibility of iterates. A central ingredient is a strategically devised update scheme for support sets that adjusts the placement of nonzero entries. We establish the global convergence of the support-set algorithm to a first-order stationary point, and show that its iteration complexity required to reach an $ε$-approximate first-order stationary point is $O (ε^{-2})$. Numerical results are strongly in favor of our algorithm in real-world applications, including nonnegative PCA, clustering, and community detection.


Steiner Traveling Salesman Problem with Quantum Annealing

Ciacco, Alessia, Guerriero, Francesca, Osaba, Eneko

arXiv.org Artificial Intelligence

The Steiner Traveling Salesman Problem (STSP) is a variant of the classical Traveling Salesman Problem. The STSP involves incorporating steiner nodes, which are extra nodes not originally part of the required visit set but that can be added to the route to enhance the overall solution and minimize the total travel cost. Given the NP-hard nature of the STSP, we propose a quantum approach to address it. Specifically, we employ quantum annealing using D-Wave's hardware to explore its potential for solving this problem. To enhance computational feasibility, we develop a preprocessing method that effectively reduces the network size. Our experimental results demonstrate that this reduction technique significantly decreases the problem complexity, making the Quadratic Unconstrained Binary Optimization formulation, the standard input for quantum annealers, better suited for existing quantum hardware. Furthermore, the results highlight the potential of quantum annealing as a promising and innovative approach for solving the STSP.



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Neural Information Processing Systems

First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. This paper investigate fast convergence properties of proximal gradient method and proximal Newton method under the assumption of Constant Nullspace Strong Convexity (CNSC). The problem of interest is to minimize the sum of two convex functions f(x)+h(x), where f is twice differentiable (smooth) and h can be non-smooth but admits a simple proximal mapping. Under the CNSC assumption on f and assuming h has the form of decomposable norm, this paper showed global geometric convergence of the proximal gradient method, and local quadratic convergence of the proximal Newton method. Writing of this paper is very clear.


Accelerated Proximal Gradient Methods for Nonconvex Programming

Huan Li, Zhouchen Lin

Neural Information Processing Systems

Nonconvex and nonsmooth problems have recently received considerable attention in signal/image processing, statistics and machine learning. However, solving the nonconvex and nonsmooth optimization problems remains a big challenge. Accelerated proximal gradient (APG) is an excellent method for convex programming. However, it is still unknown whether the usual APG can ensure the convergence to a critical point in nonconvex programming. In this paper, we extend APG for general nonconvex and nonsmooth programs by introducing a monitor that satisfies the sufficient descent property. Accordingly, we propose a monotone APG and a nonmonotone APG. The latter waives the requirement on monotonic reduction of the objective function and needs less computation in each iteration.