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First-order methods on bounded-rank tensors converging to stationary points

Published: March 6, 2025 | arXiv ID: 2503.04523v1

By: Bin Gao, Renfeng Peng, Ya-xiang Yuan

Potential Business Impact:

Finds best answers for complex math problems.

Business Areas:
Autonomous Vehicles Transportation

Provably finding stationary points on bounded-rank tensors turns out to be an open problem [E. Levin, J. Kileel, and N. Boumal, Math. Program., 199 (2023), pp. 831--864] due to the inherent non-smoothness of the set of bounded-rank tensors. We resolve this problem by proposing two first-order methods with guaranteed convergence to stationary points. Specifically, we revisit the variational geometry of bounded-rank tensors and explicitly characterize its normal cones. Moreover, we propose gradient-related approximate projection methods that are provable to find stationary points, where the decisive ingredients are gradient-related vectors from tangent cones, line search along approximate projections, and rank-decreasing mechanisms near rank-deficient points. Numerical experiments on tensor completion validate that the proposed methods converge to stationary points across various rank parameters.

Page Count
26 pages

Category
Mathematics:
Optimization and Control