Orthogonal invariance and identifiability

DOI10.1137/130916710zbMATH Open1339.15007arXiv1304.1198OpenAlexW2094564744MaRDI QIDQ2923360FDOQ2923360

Authors: A. Daniilidis, D. Drusvyatskiy, A. S. Lewis 

Publication date: 15 October 2014

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: Orthogonally invariant functions of symmetric matrices often inherit properties from their diagonal restrictions: von Neumann's theorem on matrix norms is an early example. We discuss the example of "identifiability", a common property of nonsmooth functions associated with the existence of a smooth manifold of approximate critical points. Identifiability (or its synonym, "partial smoothness") is the key idea underlying active set methods in optimization. Polyhedral functions, in particular, are always partly smooth, and hence so are many standard examples from eigenvalue optimization.

Full work available at URL: https://arxiv.org/abs/1304.1198

Recommendations

• Group Invariance and Convex Matrix Analysis
• Optimality, identifiability, and sensitivity
• Variational analysis of spectral functions simplified
• Semidefinite optimization
• On differentiability of a class of orthogonally invariant functions on several operator variables

zbMATH Keywords

eigenvaluessemidefinite programmingdualitypolyhedraoptimization algorithmsymmetric matrixpartial smoothnessidentifiable set

Mathematics Subject Classification ID

Convex programming (90C25) Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Semidefinite programming (90C22)

Cited In (21)

• Counting real critical points of the distance to orthogonally invariant matrix sets
• Spectral (isotropic) manifolds and their dimension
• The degrees of freedom of partly smooth regularizers
• Variational analysis of spectral functions simplified
• Low complexity regularization of linear inverse problems
• Activity identification and local linear convergence of forward-backward-type methods
• Sensitivity analysis for mirror-stratifiable convex functions
• Sharp oracle inequalities for low-complexity priors
• BLIM's identifiability and parameter invariance under backward and forward transformations
• Approximating functions on stratified sets
• A unified approach to spectral and isotropic functions
• Optimality, identifiability, and sensitivity
• Spectral operators of matrices: semismoothness and characterizations of the generalized Jacobian
• On the connectedness of spectral sets and irreducibility of spectral cones in Euclidean Jordan algebras
• Local convergence properties of Douglas-Rachford and alternating direction method of multipliers
• Extreme point inequalities and geometry of the rank sparsity ball
• Activity identification and local linear convergence of Douglas-Rachford/ADMM under partial smoothness
• Derivatives of compound matrix valued functions
• Spectral sets and functions on Euclidean Jordan algebras
• Title not available (Why is that?)
• The Euclidean distance degree of orthogonally invariant matrix varieties

This page was built for publication: Orthogonal invariance and identifiability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2923360)