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arXiv 2209.09573math.OC
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利用广义矩问题中的理想稀疏性及其在矩阵分解秩中的应用

Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks

Milan Korda, Monique Laurent, Victor Magron, Andries Steenkamp

AI总结:

本文提出广义矩问题的理想稀疏性,利用等式约束将高维测度变量替换为图上极大团支撑的低维测度变量,在矩阵分解秩界问题中获得了比稠密层级和相关稀疏性更紧且更快的界。

摘要:

我们探索了广义矩问题(GMP)的一种新型稀疏性,称之为理想稀疏性。这种稀疏性利用了等式约束的存在,这些约束要求测度支撑在由相关图建模的双线性单项式所生成的理想的簇上。我们证明,这使得GMP能够进行等价的稀疏重构,其中单个(高维)测度变量被若干个(低维)测度变量所替代,这些低维测度变量支撑在该图的极大团上。我们探索了由此产生的基于矩的松弛层级,分别针对GMP的原始稠密公式和这种新的等价理想稀疏重构,并将其应用于界定非负矩阵分解秩和完全正矩阵分解秩的问题。我们证明,理想稀疏层级提供的界至少与稠密层级得到的界一样好(且通常更紧)。这与文献中最常见的利用相关稀疏性的情形形成鲜明对比,在相关稀疏性情形下得到的界弱于稠密界。此外,相关稀疏性要求底层图是弦图,而理想稀疏性不需要这样的假设。数值结果表明,理想稀疏界通常比其稠密对应界更紧,且计算速度更快。

英文摘要:

We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the measure to be supported on the variety of an ideal generated by bilinear monomials modeled by an associated graph. We show that this enables an equivalent sparse reformulation of the GMP, where the single (high dimensional) measure variable is replaced by several (lower-dimensional) measure variables supported on the maximal cliques of the graph. We explore the resulting hierarchies of moment-based relaxations for the original dense formulation of GMP and this new, equivalent ideal-sparse reformulation, when applied to the problem of bounding nonnegative- and completely positive matrix factorization ranks. We show that the ideal-sparse hierarchies provide bounds that are at least as good (and often tighter) as those obtained from the dense hierarchy. This is in sharp contrast to the situation when exploiting correlative sparsity, as is most common in the literature, where the resulting bounds are weaker than the dense bounds. Moreover, while correlative sparsity requires the underlying graph to be chordal, no such assumption is needed for ideal-sparsity. Numerical results show that the ideal-sparse bounds are often tighter and much faster to compute than their dense analogs.

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