The Landscape of Non-Convex Quadratic Feasibility
Amanda Bower, Lalit Jain, Laura Balzano · 2018
Motivated by applications such as ordinal embedding and collaborative ranking, we formulate homogeneous quadratic feasibility as an unconstrained, non-convex minimization problem. Our work aims to understand the landscape (local minimizers and global minimizers) of the non-convex objective, which corresponds to hinge losses arising from quadratic constraints. Under certain assumptions, we give necessary conditions for non-global, local minimizers of our objective and additionally show that in two dimensions, every local minimizer is a global minimizer. Empirically, we demonstrate that finding feasible points by solving the unconstrained optimization problem with stochastic gradient descent works reliably by utilizing large initializations.