A Convergent Gradient Descent Algorithm for Rank Minimization and Semidefinite Programming from Random Linear Measurements
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Abstract (arXiv)
We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With O(r3 kappa2 n log n) random measurements of a positive semidefinite n × n matrix of rank r and condition number kappa, our method is guaranteed to converge linearly to the global optimum.
Key facts. Cited by 34 papers in the map (data through 14 Oct 2026). First posted on arXiv 19 Jun 2015.
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Citing papers per year: 2021: 9; 2022: 11; 2023: 6; 2024: 2; 2025: 5; 2026: 1.
34 papers.
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- 2023The Power of Preconditioning in Overparameterized Low-Rank Matrix Sensingcited by 33
- 2021On the computational and statistical complexity of over-parameterized matrix sensingcited by 31
- 2022Global Convergence of Sub-gradient Method for Robust Matrix Recovery: Small Initialization, Noisy Measurements, and Over-parameterizationcited by 21
- 2022Preconditioned Gradient Descent for Overparameterized Nonconvex Burer--Monteiro Factorization with Global Optimality Certificationcited by 21
- 2023How Over-Parameterization Slows Down Gradient Descent in Matrix Sensing: The Curses of Symmetry and Initializationcited by 18
- 2022Tensor-on-Tensor Regression: Riemannian Optimization, Over-parameterization, Statistical-computational Gap, and Their Interplaycited by 15
- 2021Low-rank Tensor Estimation via Riemannian Gauss-Newton: Statistical Optimality and Second-Order Convergencecited by 13
- 2022Improved Global Guarantees for the Nonconvex Burer--Monteiro Factorization via Rank Overparameterizationcited by 13
- 2025Preconditioned Gradient Descent for Over-Parameterized Nonconvex Matrix Factorizationcited by 12
- 2021GNMR: A provable one-line algorithm for low rank matrix recoverycited by 10
- 2022Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completioncited by 6
- 2023Provably Accelerating Ill-Conditioned Low-rank Estimation via Scaled Gradient Descent, Even with Overparameterizationcited by 6
22 more
- 2021Fast quantum state reconstruction via accelerated non-convex programmingcited by 5
- 2021Sharp Global Guarantees for Nonconvex Low-rank Recovery in the Noisy Overparameterized Regimecited by 5
- 2023Fast and Accurate Estimation of Low-Rank Matrices from Noisy Measurements via Preconditioned Non-Convex Gradient Descentcited by 5
- 2021Nonconvex Factorization and Manifold Formulations are Almost Equivalent in Low-rank Matrix Optimizationcited by 4
- 2022Bayesian Low-rank Matrix Completion with Dual-graph Embedding: Prior Analysis and Tuning-free Inferencecited by 4
- 2022Nonconvex Matrix Factorization is Geodesically Convex: Global Landscape Analysis for Fixed-rank Matrix Optimization From a Riemannian Perspectivecited by 4
- 2023Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regressioncited by 4
- 2025Efficient Over-parameterized Matrix Sensing from Noisy Measurements via Alternating Preconditioned Gradient Descentcited by 4
- 2024Non-convex matrix sensing: Breaking the quadratic rank barrier in the sample complexitycited by 3
- 2025One Rank at a Time: Cascading Error Dynamics in Sequential Learningcited by 3
- 2021Beyond Procrustes: Balancing-Free Gradient Descent for Asymmetric Low-Rank Matrix Sensingcited by 2
- 2022Error Bound of Empirical ℓ2 Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problemscited by 2
- 2023Exponentially Convergent Algorithms for Supervised Matrix Factorizationcited by 2
- 2021On Stochastic Variance Reduced Gradient Method for Semidefinite Optimizationcited by 1
- 2021Deep learned SVT: Unrolling singular value thresholding to obtain better MSEcited by 1
- 2022Low-rank Tensor Learning with Nonconvex Overlapped Nuclear Norm Regularizationcited by 1
- 2022Supervised Dictionary Learning with Auxiliary Covariatescited by 1
- 2025Q3R: Quadratic Reweighted Rank Regularizer for Effective Low-Rank Trainingcited by 1
- 2022Unrolling SVT to obtain computationally efficient SVT for n-qubit quantum state tomographycited by 0
- 2024Near-Optimal differentially private low-rank trace regression with guaranteed private initializationcited by 0
- 2025Phase retrieval with rank d measurements -- descending algorithms phase transitionscited by 0
- 2026AdaPaD: Adaptive Parallel Deflation for PEFT with Self-Correcting Rank Discoverycited by 0
- 2026AdaPaD: Adaptive Parallel Deflation for PEFT with Self-Correcting Rank Discovery11 May 2026
- 2025Q3R: Quadratic Reweighted Rank Regularizer for Effective Low-Rank Training6 Nov 2025
- 2025Phase retrieval with rank d measurements -- descending algorithms phase transitions23 Jun 2025
- 2025One Rank at a Time: Cascading Error Dynamics in Sequential Learning28 May 2025
- 2025Preconditioned Gradient Descent for Over-Parameterized Nonconvex Matrix Factorization13 Apr 2025
- 2025Efficient Over-parameterized Matrix Sensing from Noisy Measurements via Alternating Preconditioned Gradient Descent1 Feb 2025
- 2024Non-convex matrix sensing: Breaking the quadratic rank barrier in the sample complexity20 Aug 2024
- 2024Near-Optimal differentially private low-rank trace regression with guaranteed private initialization24 Mar 2024
- 2023Exponentially Convergent Algorithms for Supervised Matrix Factorization18 Nov 2023
- 2023Provably Accelerating Ill-Conditioned Low-rank Estimation via Scaled Gradient Descent, Even with Overparameterization9 Oct 2023
- 2023How Over-Parameterization Slows Down Gradient Descent in Matrix Sensing: The Curses of Symmetry and Initialization3 Oct 2023
- 2023Fast and Accurate Estimation of Low-Rank Matrices from Noisy Measurements via Preconditioned Non-Convex Gradient Descent26 May 2023
22 more
- 2023Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regression10 May 2023
- 2023The Power of Preconditioning in Overparameterized Low-Rank Matrix Sensing2 Feb 2023
- 2022Unrolling SVT to obtain computationally efficient SVT for n-qubit quantum state tomography17 Dec 2022
- 2022Nonconvex Matrix Factorization is Geodesically Convex: Global Landscape Analysis for Fixed-rank Matrix Optimization From a Riemannian Perspective29 Sep 2022
- 2022Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completion24 Aug 2022
- 2022Improved Global Guarantees for the Nonconvex Burer--Monteiro Factorization via Rank Overparameterization5 Jul 2022
- 2022Tensor-on-Tensor Regression: Riemannian Optimization, Over-parameterization, Statistical-computational Gap, and Their Interplay17 Jun 2022
- 2022Supervised Dictionary Learning with Auxiliary Covariates14 Jun 2022
- 2022Preconditioned Gradient Descent for Overparameterized Nonconvex Burer--Monteiro Factorization with Global Optimality Certification7 Jun 2022
- 2022Error Bound of Empirical ℓ2 Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problems27 May 2022
- 2022Low-rank Tensor Learning with Nonconvex Overlapped Nuclear Norm Regularization6 May 2022
- 2022Bayesian Low-rank Matrix Completion with Dual-graph Embedding: Prior Analysis and Tuning-free Inference18 Mar 2022
- 2022Global Convergence of Sub-gradient Method for Robust Matrix Recovery: Small Initialization, Noisy Measurements, and Over-parameterization17 Feb 2022
- 2021Nonconvex Factorization and Manifold Formulations are Almost Equivalent in Low-rank Matrix Optimization3 Aug 2021
- 2021GNMR: A provable one-line algorithm for low rank matrix recovery24 Jun 2021
- 2021Deep learned SVT: Unrolling singular value thresholding to obtain better MSE14 May 2021
- 2021Low-rank Tensor Estimation via Riemannian Gauss-Newton: Statistical Optimality and Second-Order Convergence24 Apr 2021
- 2021Sharp Global Guarantees for Nonconvex Low-rank Recovery in the Noisy Overparameterized Regime21 Apr 2021
- 2021Fast quantum state reconstruction via accelerated non-convex programming14 Apr 2021
- 2021On the computational and statistical complexity of over-parameterized matrix sensing27 Jan 2021
- 2021Beyond Procrustes: Balancing-Free Gradient Descent for Asymmetric Low-Rank Matrix Sensing13 Jan 2021
- 2021On Stochastic Variance Reduced Gradient Method for Semidefinite Optimization1 Jan 2021
- 2023The Power of Preconditioning in Overparameterized Low-Rank Matrix Sensingcited by 33
- 2021On the computational and statistical complexity of over-parameterized matrix sensingcited by 31
- 2022Global Convergence of Sub-gradient Method for Robust Matrix Recovery: Small Initialization, Noisy Measurements, and Over-parameterizationcited by 21
- 2022Preconditioned Gradient Descent for Overparameterized Nonconvex Burer--Monteiro Factorization with Global Optimality Certificationcited by 21
- 2023How Over-Parameterization Slows Down Gradient Descent in Matrix Sensing: The Curses of Symmetry and Initializationcited by 18
- 2022Tensor-on-Tensor Regression: Riemannian Optimization, Over-parameterization, Statistical-computational Gap, and Their Interplaycited by 15
- 2021Low-rank Tensor Estimation via Riemannian Gauss-Newton: Statistical Optimality and Second-Order Convergencecited by 13
- 2022Improved Global Guarantees for the Nonconvex Burer--Monteiro Factorization via Rank Overparameterizationcited by 13
- 2025Preconditioned Gradient Descent for Over-Parameterized Nonconvex Matrix Factorizationcited by 12
- 2021GNMR: A provable one-line algorithm for low rank matrix recoverycited by 10
- 2022Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completioncited by 6
- 2023Provably Accelerating Ill-Conditioned Low-rank Estimation via Scaled Gradient Descent, Even with Overparameterizationcited by 6
12 most cited of 34 All 34 (JSON)
- 2026AdaPaD: Adaptive Parallel Deflation for PEFT with Self-Correcting Rank Discovery11 May 2026
- 2025Q3R: Quadratic Reweighted Rank Regularizer for Effective Low-Rank Training6 Nov 2025
- 2025Phase retrieval with rank d measurements -- descending algorithms phase transitions23 Jun 2025
- 2025One Rank at a Time: Cascading Error Dynamics in Sequential Learning28 May 2025
- 2025Preconditioned Gradient Descent for Over-Parameterized Nonconvex Matrix Factorization13 Apr 2025
- 2025Efficient Over-parameterized Matrix Sensing from Noisy Measurements via Alternating Preconditioned Gradient Descent1 Feb 2025
- 2024Non-convex matrix sensing: Breaking the quadratic rank barrier in the sample complexity20 Aug 2024
- 2024Near-Optimal differentially private low-rank trace regression with guaranteed private initialization24 Mar 2024
- 2023Exponentially Convergent Algorithms for Supervised Matrix Factorization18 Nov 2023
- 2023Provably Accelerating Ill-Conditioned Low-rank Estimation via Scaled Gradient Descent, Even with Overparameterization9 Oct 2023
- 2023How Over-Parameterization Slows Down Gradient Descent in Matrix Sensing: The Curses of Symmetry and Initialization3 Oct 2023
- 2023Fast and Accurate Estimation of Low-Rank Matrices from Noisy Measurements via Preconditioned Non-Convex Gradient Descent26 May 2023
12 newest of 34 All 34 (JSON)