TY - JOUR
T1 - Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks
AU - Korda, Milan
AU - Laurent, Monique
AU - Magron, Victor
AU - Steenkamp, Andries
N1 - Publisher Copyright:
© 2023, The Author(s).
PY - 2024/5
Y1 - 2024/5
N2 - We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. In this setting, one optimizes over a measure restricted to be supported on the variety of an ideal generated by quadratic bilinear monomials. We show that this restriction 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 corresponding to the quadratic bilinear constraints. 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.
AB - We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. In this setting, one optimizes over a measure restricted to be supported on the variety of an ideal generated by quadratic bilinear monomials. We show that this restriction 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 corresponding to the quadratic bilinear constraints. 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.
KW - Completely positive rank
KW - Generalized moment problem
KW - Matrix factorization rank
KW - Nonnegative rank
KW - Polynomial optimization
KW - Semidefinite programming
KW - Sparsity
UR - https://www.scopus.com/pages/publications/85164161074
U2 - 10.1007/s10107-023-01993-x
DO - 10.1007/s10107-023-01993-x
M3 - Article
SN - 0025-5610
VL - 205
SP - 703
EP - 744
JO - Mathematical Programming
JF - Mathematical Programming
IS - 1-2
ER -