0af854284f4ab0cfea8fcfd889cbb41a-Supplemental.pdf

First of all, we can expand the expression ofS0 and split it in the following terms. Remark: Similarly, if we choose S = P and S = λd(P)I in equation (31), we have D = P λd(P)I 0.Hencewehaveλd(P0) min 0,(1 ησd)2p+O(σ31η2) . Ifwe can find any monotonic value inthese matrices (possibly the minimal singular values ofAi),itwould guideustotheglobalconvergence.