Adaptive Regularized Self-Consistent Field Iteration with Exact Hessian for Electronic Structure Calculation

The self-consistent field (SCF) iteration has been used ubiquitously for solving the Kohn-Sham (KS) equation or the minimization of the KS total energy functional with respect to orthogonality constraints in electronic structure calculations. Although SCF with heuristics such as charge mixing often works remarkably well on many problems, it is well known that its convergence … Read more

Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions

In many data-intensive applications, the use of principal component analysis (PCA) and other related techniques is ubiquitous for dimension reduction, data mining or other transformational purposes. Such transformations often require efficiently, reliably and accurately computing dominant singular value decompositions (SVDs) of large unstructured matrices. In this paper, we propose and study a subspace optimization technique … Read more

An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors

This paper introduces a novel algorithm for the nonnegative matrix factorization and completion problem, which aims to nd nonnegative matrices X and Y from a subset of entries of a nonnegative matrix M so that XY approximates M. This problem is closely related to the two existing problems: nonnegative matrix factorization and low-rank matrix completion, … Read more

A Feasible method for Optimization with Orthogonality Constraints

Minimization with orthogonality constraints (e.g., $X^\top X = I$) and/or spherical constraints (e.g., $\|x\|_2 = 1$) has wide applications in polynomial optimization, combinatorial optimization, eigenvalue problems, sparse PCA, p-harmonic flows, 1-bit compressive sensing, matrix rank minimization, etc. These problems are difficult because the constraints are not only non-convex but numerically expensive to preserve during iterations. … Read more

Solving A Low-Rank Factorization Model for Matrix Completion by A Nonlinear Successive Over-Relaxation Algorithm

The matrix completion problem is to recover a low-rank matrix from a subset of its entries. The main solution strategy for this problem has been based on nuclear-norm minimization which requires computing singular value decompositions — a task that is increasingly costly as matrix sizes and ranks increase. To improve the capacity of solving large-scale … Read more

Alternating Direction Augmented Lagrangian Methods for semidefinite programming

We present an alternating direction method based on an augmented Lagrangian framework for solving semidefinite programming (SDP) problems in standard form. At each iteration, the algorithm, also known as a two-splitting scheme, minimizes the dual augmented Lagrangian function sequentially with respect to the Lagrange multipliers corresponding to the linear constraints, then the dual slack variables … Read more

Row by row methods for semidefinite programming

We present a row-by-row (RBR) method for solving semidefinite programming (SDP) problem based on solving a sequence of problems obtained by restricting the n-dimensional positive semidefinite constraint on the matrix X. By fixing any (n-1)-dimensional principal submatrix of X and using its (generalized) Schur complement, the positive semidefinite constraint is reduced to a simple second-order … Read more

A Fast Algorithm for Sparse Reconstruction based on Shrinkage, Subspace Optimization and Continuation

We propose a fast algorithm for solving the l1-regularized least squares problem for recovering sparse solutions to an undetermined system of linear equations Ax = b. The algorithm is divided into two stages that are performed repeatedly. In the first stage a first-order iterative method called “shrinkage” yields an estimate of the subset of components … Read more