Nonsmooth rank-one matrix factorization landscape

Cédric Josz; Lexiao Lai

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arXiv · 2211.14848

Nonsmooth rank-one matrix factorization landscape

Cédric Josz·Lexiao Lai

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Abstract

We provide the first positive result on the nonsmooth optimization landscape of robust principal component analysis, to the best of our knowledge. It is the object of several conjectures and remains mostly uncharted territory. We identify a necessary and sufficient condition for the absence of spurious local minima in the rank-one case. Our proof exploits the subdifferential regularity of the objective function in order to eliminate the existence quantifier from the first-order optimality condition known as Fermat's rule.

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Cédric Josz, Lexiao Lai. 2022-11-27. Nonsmooth rank-one matrix factorization landscape. https://arxiv.org/abs/2211.14848

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