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Department of Mathematics,
University of California San Diego

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Math 278C: Optimization and Data Science

Jaehong Moon

UIUC

State-Dependent Lyapunov Framework for Rank-1 Matrix Factorization

Abstract:

 In this talk, I will discuss gradient descent for rank-1 matrix factorization at large step sizes. The main idea is to construct a parameterized quadratic certificate $I(\delta;\cdot)$ whose level sets shrink along the discrete-time dynamics, thereby producing a monotone state variable $\delta_t$. This state-dependent Lyapunov perspective gives a geometric mechanism for convergence in the certified regime and explains why, in the post-critical regime, trajectories are driven toward a balanced terminal manifold. I will also describe how these certificates can be derived from structural monotonicity axioms: in the scalar case, the certificate is uniquely determined, and the same local Lagrange-multiplier analysis constrains rank-1 extensions through their signal and noise blocks. Finally, I will present numerical evidence suggesting that the same certificate mechanism may extend beyond the proved settings, including two-dimensional rank-1 approximation and quartic perturbations of scalar factorization.

Host: Jiawang Nie

May 27, 2026

4:00 PM

Zoom (Meeting ID: 926 5846 1639 ; Password: 278CWN26)

Research Areas

Optimization

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