Lei Wang – Optimization Online

A Distributed and Secure Algorithm for Computing Dominant SVD Based on Projection Splitting

Published: 2020/12/06, Updated: 2020/12/18

Constrained Nonlinear Optimization, Parallel Algorithms alternating direction method of multipliers, data security, distributed computing, dominant singular value decomposition

In this paper, we propose and study a distributed and secure algorithm for computing dominant (or truncated) singular value decompositions (SVD) of large and distributed data matrices. We consider the scenario where each node privately holds a subset of columns and only exchanges “safe” information with other nodes in a collaborative effort to calculate a … Read more

Multipliers Correction Methods for Optimization Problems over the Stiefel Manifold

Published: 2020/11/29

Bin Gao

Xin Liu

Lei Wang

Constrained Nonlinear Optimization multipliers correction, orthogonality constraints, proximal approximation, stiefel manifold

We propose a class of multipliers correction methods to minimize a differentiable function over the Stiefel manifold. The proposed methods combine a function value reduction step with a proximal correction step. The former one searches along an arbitrary descent direction in the Euclidean space instead of a vector in the tangent space of the Stiefel … Read more