Tilt stability of Ky-Fan $\kappa$-norm composite optimization
Abstract
This paper concerns the tilt stability for the minimization of the sum of a twice continuously differentiable matrix-valued function and the Ky-Fan -norm. To achieve this goal, we first provide a sufficient and necessary condition for a local minimizer of the composite to be tilt-stable with the second subderivative of , where is a closed proper convex function, and is a twice continuously differentiable function that is locally convex at the local minimizer. Then, we apply the sufficient and necessary condition to the concerned Ky-Fan -norm composite problem, and employ the expression of second subderivative of the Ky-Fan -norm to derive a verifiable criterion to identify the tilt stability of a local minimum for this class of nonconvex and nonsmooth problems. As a byproduct, a practical criterion is obtained for identifying the tilt stablity of solutions to the nuclear-norm and spectral norm regularized minimization problems.
Keywords
Cite
@article{arxiv.2406.10945,
title = {Tilt stability of Ky-Fan $\kappa$-norm composite optimization},
author = {Yulan Liu and Shaohua Pan and Wen Song},
journal= {arXiv preprint arXiv:2406.10945},
year = {2025}
}
Comments
36pages