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arXiv 2503.03217math.OC
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关于一类矩阵优化问题的倾斜稳定局部极小解的刻画

Characterizations of Tilt-Stable Local Minimizers of a Class of Matrix Optimization Problems

State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院数学科学重点实验室);School of Mathematical Sciences, University of Chinese Academy of Sciences(中国科学院大学数学科学学院);Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院应用数学研究所);Department of Mathematics, Miami University(迈阿密大学数学系);Institute of Operational Research and Analytics, National University of Singapore(新加坡国立大学运筹分析与研究院)

Chao Ding, Ebrahim Sarabi, Shiwei Wang

AI总结:

本文提出了一种新的基于点的准则,用于刻画一类矩阵优化问题中倾斜稳定的局部极小解,并推导了与广泛类别的通用谱函数相关的最小二次束的显式公式。

摘要:

倾斜稳定性在理解优化问题局部解如何响应目标函数的小幅定向扰动中起着关键作用。尽管二次束是捕捉二阶变分行为的强大工具,但其在非多面体和某些专门非多面体设置之外的特征仍未完善。为了填补这一空白,我们提出了一种新的基于点的准则,用于在近正则、次微分连续函数中刻画倾斜稳定性,通过利用最小二次束的概念。此外,我们推导出与广泛类别的通用谱函数相关联的最小二次束的显式公式,从而提供了一个实用且统一的框架,显著扩展了现有结果,并在矩阵优化问题中提供了更广泛的应用性。

英文摘要:

Tilt stability plays a pivotal role in understanding how local solutions of an optimization problem respond to small, targeted perturbations of the objective. Although quadratic bundles are a powerful tool for capturing second-order variational behavior, their characterization remains incomplete beyond well-known polyhedral and certain specialized nonpolyhedral settings. To help bridge this gap, we propose a new point-based criterion for tilt stability in prox-regular, subdifferentially continuous functions by exploiting the notion of minimal quadratic bundles. Furthermore, we derive an explicit formula for the minimal quadratic bundle associated with a broad class of general spectral functions, thus providing a practical and unifying framework that significantly extends existing results and offers broader applicability in matrix optimization problems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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