利用非凸优化求解器计算非负秩的下界
Computing Lower Bounds on the Nonnegative Rank via Non-Convex Optimization Solvers
Timothy Baeckelant, Arnaud Vandaele, Nicolas Gillis
AI 速读 基于摘要
作者提出四种非负秩下界(FSB、RCB、HSB、SSB)的非凸优化建模与实现,并报告了SSB的首次可计算算法及基准测试表现。
math.OC · cs.DM
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The nonnegative rank of a nonnegative matrix $X$ is the smallest number of nonnegative rank-one factors that sum to $X$. Since computing the nonnegative rank is NP-hard, it is common to circumvent this issue by computing lower and upper bounds. In this paper, we propose non-convex formulations and practical implementations for four important lower bounds for the nonnegative rank, namely the fooling set bound (FSB), the rectangle covering bound (RCB), the hyperplane separation bound (HSB), and the self-scaled bound (SSB). In particular, to the best of our knowledge, our algorithm for computing the SSB is the first available in the literature. We compute the SSB for several matrices for which its value had not previously been reported. In some cases, the SSB provides the best known upper bound, while the other three bounds do not. Moreover, on canonical benchmarks, we show that our non-convex approaches are often competitive with existing methods. The paper also provides a consolidated reference for the current state of several classical lower bounds on a large number of benchmark matrices.