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Exact CP-ALS block updates do not increase the objective

Statement

During budgeted CP-ALS, each successful exact block update does not increase the squared Frobenius residual. A rank-deficient-design halt leaves the factor matrices unchanged, so it leaves the objective unchanged. Consequently, the objective is nonincreasing over every sequence of completed exact block updates.

Facts & Assumptions

Given: The tensor, initial factor matrices, finite budget, and exact-arithmetic procedure of budgeted CP-ALS.

[F1]

Budgeted CP alternating least squares: each successful block replaces one factor by the exact least-squares minimizer with other factors fixed; a rank-deficient design halts without changing the current factor.

[F2]

Full-column-rank matrix least squares has a unique minimizer: a full-column-rank design has a unique Frobenius least-squares minimizer, and its residual is no larger than that of any other candidate factor.

Proof

1.1F1F2algebra

Fix a successful mode-k update and keep all other factor matrices fixed. The residual objective as a function of the replaced factor X is ∥A(k)−XZkT∥F2. Taking adjoints preserves the Frobenius norm and rewrites it as ∥A(k)∗−Zk‾X∗∥F2. Since Zk has full column rank, so does Zk‾; [F2] therefore makes the algorithm's update the unique minimizer of this block objective. The old factor is an admissible candidate, so the updated objective is at most the old one.

2.1F1step 1.1algebra∎

A rank-deficient-design branch stops before changing a factor, so the objective is identical before and after that branch. Every other executed update satisfies step 1.1; chaining these finitely many inequalities across any completed part of a sweep proves the objective is nonincreasing through all successful exact block updates. This asserts no convergence or global optimality.

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