A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint
Minimizing a sum of Euclidean norms (MSEN) is a classic minimization problem widely used in several applications, including the determination of single and multifacility locations. The objective of the MSEN problem is to find a vector x such that it minimizes a sum of Euclidean norms of systems of e...
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Wiley
2022-01-01
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2022/4838182 |
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author | Pablo Soto-Quiros |
author_facet | Pablo Soto-Quiros |
author_sort | Pablo Soto-Quiros |
collection | DOAJ |
description | Minimizing a sum of Euclidean norms (MSEN) is a classic minimization problem widely used in several applications, including the determination of single and multifacility locations. The objective of the MSEN problem is to find a vector x such that it minimizes a sum of Euclidean norms of systems of equations. In this paper, we propose a modification of the MSEN problem, which we call the problem of minimizing a sum of squared Euclidean norms with rank constraint, or simply the MSSEN-RC problem. The objective of the MSSEN-RC problem is to obtain a vector x and rank-constrained matrices A1,⋯,Ap such that they minimize a sum of squared Euclidean norms of systems of equations. Additionally, we present an algorithm based on the regularized alternating least-squares (RALS) method for solving the MSSEN-RC problem. We show that given the existence of critical points of the alternating least-squares method, the limit points of the converging sequences of the RALS are the critical points of the objective function. Finally, we show numerical experiments that demonstrate the efficiency of the RALS method. |
format | Article |
id | doaj-art-11e142ce95c64a4981e8c0c28b8199d7 |
institution | Kabale University |
issn | 1687-0042 |
language | English |
publishDate | 2022-01-01 |
publisher | Wiley |
record_format | Article |
series | Journal of Applied Mathematics |
spelling | doaj-art-11e142ce95c64a4981e8c0c28b8199d72025-02-03T01:20:17ZengWileyJournal of Applied Mathematics1687-00422022-01-01202210.1155/2022/4838182A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank ConstraintPablo Soto-Quiros0Escuela de MatemáticaMinimizing a sum of Euclidean norms (MSEN) is a classic minimization problem widely used in several applications, including the determination of single and multifacility locations. The objective of the MSEN problem is to find a vector x such that it minimizes a sum of Euclidean norms of systems of equations. In this paper, we propose a modification of the MSEN problem, which we call the problem of minimizing a sum of squared Euclidean norms with rank constraint, or simply the MSSEN-RC problem. The objective of the MSSEN-RC problem is to obtain a vector x and rank-constrained matrices A1,⋯,Ap such that they minimize a sum of squared Euclidean norms of systems of equations. Additionally, we present an algorithm based on the regularized alternating least-squares (RALS) method for solving the MSSEN-RC problem. We show that given the existence of critical points of the alternating least-squares method, the limit points of the converging sequences of the RALS are the critical points of the objective function. Finally, we show numerical experiments that demonstrate the efficiency of the RALS method.http://dx.doi.org/10.1155/2022/4838182 |
spellingShingle | Pablo Soto-Quiros A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint Journal of Applied Mathematics |
title | A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint |
title_full | A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint |
title_fullStr | A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint |
title_full_unstemmed | A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint |
title_short | A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint |
title_sort | regularized alternating least squares method for minimizing a sum of squared euclidean norms with rank constraint |
url | http://dx.doi.org/10.1155/2022/4838182 |
work_keys_str_mv | AT pablosotoquiros aregularizedalternatingleastsquaresmethodforminimizingasumofsquaredeuclideannormswithrankconstraint AT pablosotoquiros regularizedalternatingleastsquaresmethodforminimizingasumofsquaredeuclideannormswithrankconstraint |