User talk:Wotao.yin

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Vector <math>b\,</math> is quite sparse having only a single nonzero entry: <math>1\,</math>.
Vector <math>b\,</math> is quite sparse having only a single nonzero entry: <math>1\,</math>.
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A Matlab binary containing matrices <math>\,A</math> and <math>\,b</math> is
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A [http://www.convexoptimization.com/TOOLS/Wotao.Yin/WotaoX.mat Matlab binary] contains matrices <math>\,A</math> and <math>\,b</math>. &nbsp;
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[http://www.convexoptimization.com/TOOLS/Wotao.Yin/WotaoX.mat here]. &nbsp;
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Vector <math>c\,</math> is left unspecified because I want to vary it later as part of a
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Vector <math>c\,</math> is left unspecified because I want to vary it later as part of a convex iteration. &nbsp;
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[[Convex Iteration]]. &nbsp;
Vector <math>c\,</math> may arbitrarily be set to <math>\mathbf{0}</math> or <math>\mathbf{1}</math>, for your purposes, but leave a hook for it in case you require another value.
Vector <math>c\,</math> may arbitrarily be set to <math>\mathbf{0}</math> or <math>\mathbf{1}</math>, for your purposes, but leave a hook for it in case you require another value.

Revision as of 19:17, 5 November 2010

I regard the following as a very difficult problem, having spent considerable time with it.

LaTeX: \begin{array}{cl}\mbox{minimize}_X&c^{\rm T}\mbox{vec}\,X\\ \mbox{subject to}&A\,\mbox{vec}\,X=b\\ &X^{\rm T\!}X=I\\ &X\geq_{}\mathbf{0}\end{array}

Rectangular submatrix LaTeX: \,X\!\in\mathbb{R}^{1024\times256}\, comes from a permutation matrix LaTeX: \,\Xi\!\in\!\mathbb{R}^{1024\times1024}\, having three out of every four consecutive columns discarded.   This discard occurs because of structural redundancy in LaTeX: \Xi\,.

Notation LaTeX: \mbox{vec}\,X denotes vectorization; it means, the columns of LaTeX: \,X are stacked with column 1 on top and column 256 on the bottom.

Matrix LaTeX: A\!\in\!\mathbb{R}^{10565\times262144} is sparse having only 979,444 nonzeros.   It contains only integers from the set LaTeX: \{{-1},0,1,2\}\,.  The 2 appears only in the fifth row from the bottom of LaTeX: A\,.

Vector LaTeX: b\, is quite sparse having only a single nonzero entry: LaTeX: 1\,.

A Matlab binary contains matrices LaTeX: \,A and LaTeX: \,b.   Vector LaTeX: c\, is left unspecified because I want to vary it later as part of a Convex Iteration.   Vector LaTeX: c\, may arbitrarily be set to LaTeX: \mathbf{0} or LaTeX: \mathbf{1}, for your purposes, but leave a hook for it in case you require another value.

A good presolver can eliminate about 50,000 columns of LaTeX: \,A because one of the constraints (fifth row from the bottom of LaTeX: \,A\,) has only nonnegative entries.   This means that about 50,000 entries in permutation submatrix LaTeX: X\, can be set to zero before numerical solution begins.   The Matlab binary possesses all 262,144 columns of LaTeX: A\,;   none of its columns have been discarded in a presolve.

--Dattorro 03:31, 5 November 2010 (PDT)

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