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On the continuity of the tangent cone to the determinantal variety. (English) Zbl 1487.49016

Set-Valued Var. Anal. 30, No. 2, 769-788 (2022); correction ibid. 30, No. 3, 995-996 (2022).
Summary: 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 \(\mathbb{R}_{\le r}^{m \times n}\) of all \(m \times n\) 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 correspondence that maps each \(X \in \mathbb{R}_{\le r}^{m \times n}\) to the tangent cone to \(\mathbb{R}_{\le r}^{m \times n}\) at \(X\). We also deduce results about the continuity of the corresponding normal cone correspondence. Finally, we show that our results include as a particular case the \(a\)-regularity of the Whitney stratification of \(\mathbb{R}_{\le r}^{m \times n}\) following from the fact that this set is a real algebraic variety, called the real determinantal variety.

MSC:

49J53 Set-valued and variational analysis
65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization
49J52 Nonsmooth analysis
14M12 Determinantal varieties
15A60 Norms of matrices, numerical range, applications of functional analysis to matrix theory

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