On identifying clusters from sum-of-norms clustering computation
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Sum-of-norms clustering is a clustering formulation based on convex optimization that automatically induces hierarchy. Multiple algorithms have been proposed to solve the optimization problem: subgradient descent by Hocking et al. <cit.>, ADMM and ADA by Chi and Lange <cit.>, stochastic incremental algorithm by Panahi et al. <cit.> and semismooth Newton-CG augmented Lagrangian method by Yuan et al. <cit.>. All algorithms yield approximate solutions, even though an exact solution is demanded to determine the correct cluster assignment. The purpose of this paper is to close the gap between the output from existing algorithms and the exact solution to the optimization problem. We present a clustering test which identifies and certifies the correct cluster assignment from an approximate solution yielded by any primal-dual algorithm. The test may not succeed if the approximation is inaccurate. However, we show the correct cluster assignment is guaranteed to be found by a symmetric primal-dual path following algorithm after sufficiently many iterations, provided that the model parameter λ avoids a finite number of bad values. Numerical experiments are implemented to support our results.
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