Nonlinear Rayleigh quotient optimization

Abstract

Rayleigh quotient minimization deals with optimizing a quadratic homogeneous function over a sphere. Its critical points correspond to the normalized eigenvectors of the symmetric matrix associated with the quadratic form. In this paper, we consider a homogeneous polynomial objective function $f$ over a sphere, a projective algebraic variety $X$, and we study the $X$-eigenpoints of $f$, which are classes of critical points of $f$ constrained to the sphere and the affine cone over $X$. The number of $X$-eigenpoints of a generic polynomial $f$ is the Rayleigh-Ritz degree of $X$. This invariant is a version of the Euclidean distance degree of a Veronese embedding of $X$. We provide concrete formulas in various scenarios, including those involving varieties of rank-one tensors.

arXiv comment23 pages, 3 figures. Version accepted for publication in J. Algebra