Hidden Convexity, Optimization, and Algorithms on Rotation Matrices
This paper studies hidden convexity properties associated with constrained optimization problems over the set of rotation matrices SO ( n ) . Such problems are nonconvex because of the constraint X ∈ SO ( n ) . Nonetheless, we show that certain linear images of SO ( n ) are convex, opening up the po...
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Veröffentlicht in: | Mathematics of operations research 2024-07 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | This paper studies hidden convexity properties associated with constrained optimization problems over the set of rotation matrices
SO
(
n
)
. Such problems are nonconvex because of the constraint
X
∈
SO
(
n
)
. Nonetheless, we show that certain linear images of
SO
(
n
)
are convex, opening up the possibility for convex optimization algorithms with provable guarantees for these problems. Our main technical contributions show that any two-dimensional image of
SO
(
n
)
is convex and that the projection of
SO
(
n
)
onto its strict upper triangular entries is convex. These results allow us to construct exact convex reformulations for constrained optimization problems over
SO
(
n
)
with a single constraint or with constraints defined by low-rank matrices. Both of these results are maximal in a formal sense.
Funding:
A. Ramachandran was supported by the H2020 program of the European Research Council [Grant 805241-QIP]. A. L. Wang was supported by the Nederlandse Organisatie voor Wetenschappelijk Onderzoek [Grant OCENW.GROOT.2019.015 (OPTIMAL)]. K. Shu was supported by the Georgia Institute of Technology (ACO-ARC fellowship). |
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ISSN: | 0364-765X 1526-5471 |
DOI: | 10.1287/moor.2023.0114 |