Generic identifiability and second-order sufficiency in tame convex optimization

We consider linear optimization over a fixed compact convex feasible region that is semi-algebraic (or, more generally, "tame"). Generically, we prove that the optimal solution is unique and lies on a unique manifold, around which the feasible region is "partly smooth", ensuring finite identification of the manifold by many optimization algorithms. Furthermore, second-order optimality conditions hold, guaranteeing smooth behavior of the optimal solution under small perturbations to the objective

Robust PCA by Manifold Optimization

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank matrices, and proposes two algorithms (for two versions of retractions) based on manifold optimization. It is shown that, with a proper designed initialization, the proposed algorithms are guaranteed to converge to the underlying low-rank matrix linearly. Compared with a previous work based on the Burer-Monterio decomposition of low-rank matrices, the proposed algorithms reduce the dependence on the conditional number of the underlying low-rank matrix theoretically. Simulations and real data examples confirm the competitive performance of our method