On Convergence to Essential Singularities

Abstract

An iterative optimization method applied to a function $f$ on $\mathbb{R}^n$ will produce a sequence of arguments $\{\mathbf{x}_k\}_{k \in \mathbb{N}}$; this sequence is often constrained such that $\{f(\mathbf{x}_k)\}_{k \in \mathbb{N}}$ is monotonic. As part of the analysis of an iterative method, one may ask under what conditions the sequence $\{\mathbf{x}_k\}_{k \in \mathbb{N}}$ converges. In 2005, Absil et al.\ employed the Łojasiewicz gradient inequality in a proof of convergence; this requires that the objective function exist at a cluster point of the sequence. Here we provide a convergence result that does not require $f$ to be defined at the limit $\lim_{k \to \infty} \mathbf{x}_k$, should the limit exist. We show that a variant of the Łojasiewicz gradient inequality holds on sets adjacent to singularities of bounded multivariate rational functions. We extend the results of Absil et al.\ to prove that if $\{\mathbf{x}_k\}_{k \in \mathbb{N}} \subset \mathbb{R}^n$ has a cluster point $\mathbf{x}_*$, if $f$ is a bounded multivariate rational function on $\mathbb{R}^n$, and if a technical condition holds, then $\mathbf{x}_k \to \mathbf{x}_*$ even if $\mathbf{x}_*$ is not in the domain of $f$. We demonstrate how this may be employed to analyze divergent sequences by mapping them to projective space, and consider the implications this has for the study of low-rank tensor approximations.