In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization problem. Deterministic first-order schemes, such as Nesterov’s Smoothing Techniques or standard Mirror-Prox methods, require the exact computation of a matrix exponential at every iteration, limiting the size of the problem...

Abstract We show that if X n {X_{n}} is a variety of c × {c\times n} -matrices stable under the group Sym ⁡ ( stretchy="false">[ stretchy="false">] stretchy="false">)...

Symmetric nonnegative matrix factorization (symNMF) is a variant of (NMF) that allows handling symmetric input matrices and has been shown to be particularly well suited for clustering tasks. In this paper, we present new model, dubbed off-diagonal symNMF (ODsymNMF), does not take into account the diagonal entries in objective function. ODsymNMF three key advantages compared symNMF. First, theo...