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Tangent and Normal Cones for Low-Rank Matrices

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Nonsmooth Optimization and Its Applications

Abstract

In (D. R. Luke, J. Math. Imaging Vision, 47 (2013), 231–238) the structure of the Mordukhovich normal cone to varieties of low-rank matrices at rank-deficient points has been determined. A simplified proof of that result is presented here. As a corollary we obtain the corresponding Clarke normal cone. The results are put into the context of first-order optimality conditions for low-rank matrix optimization problems.

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Notes

  1. 1.

    Some inaccuracies in the statement of Theorem 3.1 in [7] are corrected here. Also, the “⊆” part is proven by a more direct argument compared to [7].

References

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Acknowledgements

We thank B. Kutschan for bringing Harris’ book [5] as a reference for the tangent cone \(T^B_{\mathcal {M}_{\le k}}\) to our attention, and for pointing out that formula (2.5) is equivalent to (2.6).

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Correspondence to André Uschmajew .

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Hosseini, S., Luke, D.R., Uschmajew, A. (2019). Tangent and Normal Cones for Low-Rank Matrices. In: Hosseini, S., Mordukhovich, B., Uschmajew, A. (eds) Nonsmooth Optimization and Its Applications. International Series of Numerical Mathematics, vol 170. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-11370-4_3

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