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math.OC2021
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions
Joong-Ho Won, Teng Zhang, Hua Zhou
This paper studies an optimization problem on the sum of traces of matrix quadratic forms in semi-orthogonal matrices, which can be considered as a generalization of the synchr…
math.OC2021★ 13 cited
Nonconvex Optimization via MM Algorithms: Convergence Theory
Kenneth Lange, Joong-Ho Won, Alfonso Landeros +1
The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proxim…