Departmental Papers (ESE)


Many problems in neural computation and statistical learning involve optimizations with nonnegativity constraints. In this article, we study convex problems in quadratic programming where the optimization is confined to an axis-aligned region in the nonnegative orthant. For these problems, we derive multiplicative updates that improve the value of the objective function at each iteration and converge monotonically to the global minimum. The updates have a simple closed form and do not involve any heuristics or free parameters that must be tuned to ensure convergence. Despite their simplicity, they differ strikingly in form from other multiplicative updates used in machine learning.We provide complete proofs of convergence for these updates and describe their application to problems in signal processing and pattern recognition.

Document Type

Journal Article

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Date of this Version



Suggested Citation:
Sha, F., Lin, Y., Saul, L.K. and Lee, D.D. (2007). Multiplicative Updates for Nonnegative Quadratic Programming. Neural Computation. 19, 2004-2031.

© 2007 MIT Press



Date Posted: 15 June 2011

This document has been peer reviewed.