Optimization: Theory, Algorithms, Applications Lecture Series (The Fields Institute) - Radu Ioan Bot
Title: Factorization of completely positive matrices using iterative projected gradient steps
Speaker: | Radu Ioan Bot |
Affiliation: | University of Vienna |
Zoom: | Register through The Fields Institute |
Abstract:
We aim to factorize a completely positive matrix by using an optimization approach which consists in the minimization of a nonconvex smooth function over a convex and compact set. To solve this problem we propose a projected gradient algorithm with parameters that take into account the effects of relaxation and inertia. Both projection and gradient steps are simple in the sense that they have explicit formulas and do not require inner loops. We show that the sequence of generated iterates