Exact Matrix Completion via High-Rank Matrices in Sum-of-Squares Relaxations

Abstract: We study exact matrix completion from partially available data with hidden connectivity patterns. Exact matrix completion was shown to be possible recently by Cosse and Demanet in 2021 with Lasserre's relaxation using the trace of the variable matrix as the objective function with given data structured in a chain format. In this study, we introduce a structure for the objective function so that the resulting sum-of-squares (SOS) relaxation, the dual of Lasserre's SDP relaxation, produces a rank-($N$-1) solution, where $N$ denotes the size of variable matrix in the SOS relaxation. Specifically, the arrowhead structure is employed for the coefficient matrix of the objective function. We show that a matrix can be exactly completed through the SOS relaxation when the connectivity of given data is not explicitly displayed or follows a chain format. The theoretical exactness is proved using the rank of the Gram matrix for the SOS relaxation. We also present numerical algorithms designed to find the coefficient matrix in the SOS relaxation. Numerical experiments illustrate the validity of the proposed algorithm.