Search

We consider the problem of minimizing a differentiate function with locally Lipschitz continuous gradient on the real determinantal variety and present a first-order algorithm designed to find a stationary point of that problem. This algorithm applies steps of a retraction-free descent method proposed by Schneider and Uschmajew [SIAM J. Optirn., 25 (2015), pp. 622-646], while taking the numerical rank into account to attempt rank reductions. We prove that this algorithm produces a sequence of iterates whose accumulation points are stationary and therefore does not follow the so-called apocalypses described by Levin, Kileel, and Boumal [Math. Program., 199 (2023), pp. 831-864], Moreover, the rank reduction mechanism of this algorithm requires at most one rank reduction attempt per iteration, in contrast with the one of the P2GDR algorithm introduced by Olikier, Gallivan, and Absil [An Apocalypse-Free First-Order Low-Rank Optimization Algorithm, Technical report UCL-INMA-2022.01, https://arxiv.org/abs/2201.03962, 2022], which can require a number of rank reduction attempts equal to the rank of the iterate in the worst-case scenario. [ABSTRACT FROM AUTHOR]