Information Limits of Low-Rank Approximation Certification

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral structure. We derive lifted semidefinite relaxations that do not require such spectral terms. Although a direct lifting introduces a large semidefinite constraint in dimension $n^2 + nm + 1$, we prove that many blocks of the moment matrix are redundant and derive an equivalent compact relaxation that only involves two semidefinite constraints of dimension $nm + 1$ and $n+m$, respectively. We also derive a new class of valid inequalities for low-rank problems, which we call projection cuts, that exploit the fact that rank constraints are inherited by linear images of a low-rank matrix, to strengthen our low-rank relaxations substantially. For matrix completion and reduced-rank regression problems, among others, we exploit additional structure to obtain even more compact formulations involving semidefinite matrices of dimension at most the sum of the two dimensions of the low-rank decision matrix (i.e., of size at most $n+m$). Overall, we obtain scalable semidefinite bounds for a broad class of low-rank quadratic problems.

We study the problem of maximizing a complex-valued quadratic form over the $K^{\text{th}}$ roots of unity. We show that when the objective matrix $\mathbf{Q}^\star \in \mathbb{C}^{n \times n}$ of the quadratic has rank $r$, the global maximizer belongs to a candidate set of size $O(rn^{2r-1})$. This set can be constructed deterministically in $O(rn^{2r+1})$ time by enumerating the vertices of a hyperplane arrangement in $\mathbb{R}^{2r}.$ The algorithm is embarrassingly parallel; with~$P$ processors, the time complexity drops to $O(r n^{2r+1}/P)$. For approximately low-rank settings, where the objective matrix is a noise-perturbed variant of a rank-$r$ matrix, we prove that applying our framework to a spectral truncation yields a multiplicative $(1 - O(\left\|\mathbf{H}\right\|_2 / δ^{\star}))$-approximation guarantee, where $δ^{\star}$ denotes the eigengap of the underlying rank-$r$ matrix and $\mathbf{H}$ represents the perturbation. To scale to high-dimensional problems, we establish a randomized sampling variant. We prove that uniformly sampling $S \geq O(1/\varepsilon^{r-1})$ candidates achieves a $(1-\varepsilon)\cos^2(π/ K)$-approximation of the optimal rank-$r$ solution with high probability. Crucially, this sample size is entirely independent of $n$, reducing the overall runtime to $O(S \cdot n^2)$. Computational experiments on synthetic benchmarks and large-scale graphs for Max-3-Cut confirm that our algorithms match or exceed semi-definite programming solution quality on structured instances while enabling massive parallelization across heterogeneous hardware and scaling seamlessly to problems where $n \geq 10^6$.

We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries. Convex methods achieve sample complexity linear in the matrix dimension and the rank, up to logarithmic factors, whereas global guarantees for commonly used nonconvex methods require a higher polynomial dependence on the rank. We close this gap by analyzing Riemannian gradient descent (RGD) and Riemannian Gauss--Newton (RGN) methods. For an $n\times n$ matrix of rank $r$ with incoherence parameter $μ$ and condition number $κ$, the two methods achieve exact recovery with high probability from $O(μnr\log n\log(nκ))$ and $O(μnr\log n\log(2μrκ))$ observations, respectively. The methods use a multiscale residual initialization, while the analysis simultaneously controls the spectral error and incoherence. The resulting RGD iterates converge linearly, whereas RGN eventually converges Q-quadratically.