Affiliation:
1. Universidade Federal de Santa Catarina (UFSC) Blumenau Brazil
2. Escola de Matemática Aplicada Fundação Getulio Vargas (FGV/EMAp) Rio de Janeiro Brazil
3. Facultad de Ingeniería y Ciencias Universidad Adolfo Ibáñez (UAI) Santiago de Chile Chile
Abstract
AbstractIn this article, we propose a novel alternating minimization scheme for finding completely positive factorizations. In each iteration, our method splits the original factorization problem into two optimization subproblems, the first one being a orthogonal procrustes problem, which is taken over the orthogoal group, and the second one over the set of entrywise positive matrices. We present both a convergence analysis of the method and favorable numerical results.
Funder
Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro
Subject
Applied Mathematics,Algebra and Number Theory
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