Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions

Abstract

This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the paper shows that its semidefinite programming relaxation solves the original nonconvex problems exactly with high probability, under an additive noise model with small noise in the order of $O(m^{1/4})$. In addition, it shows that the solution of a nonconvex algorithm considered in Won, Zhou, and Lange [SIAM J. Matrix Anal. Appl., 2 (2021), pp. 859-882] is also its global solution with high probability under similar conditions. These results can be considered as a generalization of existing results on phase synchronization.