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On the geometric interpretation of the nonnegative rank

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  • GILLIS, Nicolas
  • GLINEUR, François

Abstract

The nonnegative rank of a nonnegative matrix is the minimum number of nonnegative rank-one factors needed to reconstruct it exactly. The problem of determining this rank and computing the corresponding nonnegative factors is difficult; however it has many potential applications, e.g., in data mining, graph theory and computational geometry. In particular, it can be used to characterize the minimal size of any extended reformulation of a given combinatorial optimization program. In this paper, we introduce and study a related quantity, called the restricted nonnegative rank. We show that computing this quantity is equivalent to a problem in polyhedral combinatorics, and fully characterize its computational complexity. This in turn sheds new light on the nonnegative rank problem, and in particular allows us to provide new improved lower bounds based on its geometric interpretation. We apply these results to slack matrices and linear Euclidean distance matrices and obtain counter-examples to two conjectures of Beasly and Laffey, namely we show that the nonnegative rank of linear Euclidean distance matrices is not necessarily equal to their dimension, and that the rank of a matrix is not always greater than the nonnegative rank of its square.
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Suggested Citation

  • GILLIS, Nicolas & GLINEUR, François, 2012. "On the geometric interpretation of the nonnegative rank," LIDAM Reprints CORE 2439, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvrp:2439
    DOI: 10.1016/j.laa.2012.06.038
    Note: In : Linear Algebra and its Applications, 437(11), 2686-2712, 2012
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    Cited by:

    1. DEVOLDER, Olivier & GLINEUR, François & NESTEROV, Yurii, 2011. "First-order methods of smooth convex optimization with inexact oracle," LIDAM Discussion Papers CORE 2011002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Veit Elser, 2017. "Matrix product constraints by projection methods," Journal of Global Optimization, Springer, vol. 68(2), pages 329-355, June.
    3. NESTEROV, Yurii, 2011. "Random gradient-free minimization of convex functions," LIDAM Discussion Papers CORE 2011001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Gábor Braun & Samuel Fiorini & Sebastian Pokutta & David Steurer, 2015. "Approximation Limits of Linear Programs (Beyond Hierarchies)," Mathematics of Operations Research, INFORMS, vol. 40(3), pages 756-772, March.
    5. Gillis, Nicolas & Glineur, François & Tuyttens, Daniel & Vandaele, Arnaud, 2015. "Heuristics for exact nonnegative matrix factorization," LIDAM Discussion Papers CORE 2015006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. João Gouveia & Pablo A. Parrilo & Rekha R. Thomas, 2013. "Lifts of Convex Sets and Cone Factorizations," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 248-264, May.
    7. AGRELL, Per & KASPERZEC, Roman, 2010. "Dynamic joint investments in supply chains under information asymmetry," LIDAM Discussion Papers CORE 2010085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. Gribling, Sander & Laat, David de & Laurent, Monique, 2017. "Lower Bounds on Matrix Factorization Ranks via Noncommutative Polynomial Optimization," Other publications TiSEM 2dddf156-3d4b-4936-bf02-a, Tilburg University, School of Economics and Management.
    9. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.

    More about this item

    JEL classification:

    • A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate
    • B11 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Preclassical (Ancient, Medieval, Mercantilist, Physiocratic)
    • D99 - Microeconomics - - Micro-Based Behavioral Economics - - - Other
    • F30 - International Economics - - International Finance - - - General

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