Convergence conjecture for the coordinate-descent PARAFAC algorithm
Let be the sequence generated by Algorithm, where is the solution in the -th iteration of the repeat loop. Assume that is bounded. Convergence conjecture. The sequence converges to a critical point . The convergence theorem for this multiconvex stochastic scheme is not clear; the conjecture asserts convergence under boundedness, while no proof or resolution is supplied here.
References
Primary source
Songting Shi, Xiang Li, Arkadiusz Sitek and Quanzheng Li, “Learning the Sparse and Low Rank PARAFAC Decomposition via the Elastic Net”, arXiv:1705.10015 (2017).
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