English

Global and Local Analyses of Nonlinear Low-Rank Matrix Recovery Problems

Optimization and Control 2020-12-14 v3

Abstract

The restricted isometry property (RIP) is a well-known condition that guarantees the absence of spurious local minima in low-rank matrix recovery problems with linear measurements. In this paper, we introduce a novel property named bound difference property (BDP) to study low-rank matrix recovery problems with nonlinear measurements. Using RIP and BDP jointly, we first focus on the rank-1 matrix recovery problem, for which we propose a new criterion to certify the nonexistence of spurious local minima over the entire space. We then analyze the general case with an arbitrary rank and derive a condition to rule out the possibility of having a spurious solution in a ball around the true solution. The developed conditions lead to much stronger theoretical guarantees than the existing bounds on RIP.

Keywords

Cite

@article{arxiv.2010.04349,
  title  = {Global and Local Analyses of Nonlinear Low-Rank Matrix Recovery Problems},
  author = {Yingjie Bi and Javad Lavaei},
  journal= {arXiv preprint arXiv:2010.04349},
  year   = {2020}
}