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math.OC2021★ 1 cited
Lecture notes on non-convex algorithms for low-rank matrix recovery
Irène Waldspurger
Low-rank matrix recovery problems are inverse problems which naturally arise in various fields like signal processing, imaging and machine learning. They are non-convex and NP-hard…
math.OC2018
Rank optimality for the Burer-Monteiro factorization
Irène Waldspurger, Alden Waters
When solving large scale semidefinite programs that admit a low-rank solution, an efficient heuristic is the Burer-Monteiro factorization: instead of optimizing over the full matri…