Normal Cones Intersection Rule and Optimality Analysis for Low-Rank Matrix Optimization with Affine Manifolds
| Autor: | Li, Xinrong, Luo, Ziyan |
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| Rok vydání: | 2022 |
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| Druh dokumentu: | Working Paper |
| Popis: | The low-rank matrix optimization with affine manifold (rank-MOA) aims to minimize a continuously differentiable function over a low-rank set intersecting with an affine manifold. This paper is devoted to the optimality analysis for rank-MOA. As a cornerstone, the intersection rule of the Fr\'{e}chet normal cone to the feasible set of the rank-MOA is established under some mild linear independence assumptions. Aided with the resulting explicit formulae of the underlying normal cone, the so-called F-stationary point and the \alpha-stationary point of rank-MOA are investigated and the relationship with local/global minimizers are then revealed in terms of first-order optimality conditions. Furthermore, the second-order optimality analysis, including the necessary and the sufficient conditions, is proposed based on the second-order differentiation information of the model. All these results will enrich the theory of low-rank matrix optimization and give potential clues to designing efficient numerical algorithms for seeking low rank solutions. Meanwhile, two specific applications of the rank-MOA are discussed to illustrate our proposed optimality analysis. Comment: arXiv admin note: text overlap with arXiv:1912.03029 |
| Databáze: | arXiv |
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