English

Nonsmooth rank-one matrix factorization landscape

Optimization and Control 2022-11-29 v1

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.

Cite

@article{arxiv.2211.14848,
  title  = {Nonsmooth rank-one matrix factorization landscape},
  author = {Cédric Josz and Lexiao Lai},
  journal= {arXiv preprint arXiv:2211.14848},
  year   = {2022}
}

Comments

23 pages, 5 figures

R2 v1 2026-06-28T07:14:02.418Z