Convergence conjecture for the coordinate-descent PARAFAC algorithm

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Let {Ak}\{\mathbf{A}^k\} be the sequence generated by Algorithm, where Ak\mathbf{A}^k is the solution (A(1),A(2),…,A(N))(\mathbf{A}^{(1)},\mathbf{A}^{(2)},\ldots,\mathbf{A}^{(N)}) in the kk-th iteration of the repeat loop. Assume that {Ak}\{\mathbf{A}^k\} is bounded. Convergence conjecture. The sequence {Ak}\{\mathbf{A}^k\} converges to a critical point Aˉ\bar{\mathbf{A}}. 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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