Nonconvex Quadratic System

Convergence analysis around the global optimum of nonconvex quadratic system

1. Global Convergence of Nonconvex Quadratic Systems

A basin of attraction exists around the global optimum of a nonconvex quadratic system (Huang et al., 2020). When the initialization is inside the basin of attraction, the gradient descent updates converge linearly toward the global optimum.

2. Reconstructing Point Sets from Distance Distributions

A set of points on a line or a loop is reconstructed from their unlabelled pairwise distances via a nonconvex quadratic formulation (Huang & Dokmanić, 2021).

A DNA sequence (line) with 5 segmentation sites is reconstructed from its random segments.

References

2021

  1. TSP
    partial_digestion.png
    Reconstructing Point Sets From Distance Distributions
    Shuai Huang, and Ivan Dokmanić
    IEEE Transactions on Signal Processing, 2021

2020

  1. TSP
    nonconvex_opt_basin.png
    Solving Complex Quadratic Systems With Full-Rank Random Matrices
    Shuai Huang, Sidharth Gupta, and Ivan Dokmanić
    IEEE Transactions on Signal Processing, 2020