A theory on the absence of spurious solutions for nonconvex and nonsmooth optimization
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Publication:6301901
arXiv1805.08204MaRDI QIDQ6301901FDOQ6301901
Javad Lavaei, Somayeh Sojoudi, Yi Ouyang, Cédric Josz, Richard Zhang
Publication date: 21 May 2018
Abstract: We study the set of continuous functions that admit no spurious local optima (i.e. local minima that are not global minima) which we term extit{global functions}. They satisfy various powerful properties for analyzing nonconvex and nonsmooth optimization problems. For instance, they satisfy a theorem akin to the fundamental uniform limit theorem in the analysis regarding continuous functions. Global functions are also endowed with useful properties regarding the composition of functions and change of variables. Using these new results, we show that a class of nonconvex and nonsmooth optimization problems arising in tensor decomposition applications are global functions. This is the first result concerning nonconvex methods for nonsmooth objective functions. Our result provides a theoretical guarantee for the widely-used norm to avoid outliers in nonconvex optimization.
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