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Behling, R., Lara, H., & Oviedo, H. (2023). Computing the completely positive factorization via alternating minimization. Numer. Linear Algebra Appl., Early Access.
Abstract: In this article, we propose a novel alternating minimization scheme for finding completely positive factorizations. In each iteration, our method splits the original factorization problem into two optimization subproblems, the first one being an orthogonal procrustes problem, which is taken over the orthogonal group, and the second one over the set of entrywise positive matrices. We present both a convergence analysis of the method and favorable numerical results.
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