Abstract:Tangent and normal cones play an important role in constrained optimization to describe admissible search directions and, in particular, to formulate optimality conditions. They notably appear in various recent algorithms for both smooth and nonsmooth low-rank optimization where the feasible set is the set R m×n ≤r of all m×n real matrices of rank at most r. In this paper, motivated by the convergence analysis of such algorithms, we study, by computing inner and outer limits, the continuity of the corresponden… Show more
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