A Semidefinite Relaxation for Sums of Heterogeneous Quadratic Forms on the Stiefel Manifold
Published in To appear in SIAM Journal on Matrix Analysis and Applications, 2025
We study the maximization of sums of heterogeneous quadratic functions over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learning applications such as heteroscedastic probabilistic principal component analysis (HPPCA).
Recommended citation: Kyle Gilman, Sam Burer, and Laura Balzano (2022). "A Semidefinite Relaxation for Sums of Heterogeneous Quadratic Forms on the Stiefel Manifold." arXiv preprint arXiv:2205.13653. https://arxiv.org/abs/2205.13653