English

Tilt stability of Ky-Fan $\kappa$-norm composite optimization

Optimization and Control 2025-05-01 v2

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 κ\kappa-norm. To achieve this goal, we first provide a sufficient and necessary condition for a local minimizer of the composite f=φ+gf=\varphi+g to be tilt-stable with the second subderivative of gg, where gg is a closed proper convex function, and φ\varphi 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 κ\kappa-norm composite problem, and employ the expression of second subderivative of the Ky-Fan κ\kappa-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}
}

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36pages