Several classes of stationary points for rank regularized minimization problems
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Publication:3300765
DOI10.1137/19M1270987zbMATH Open1447.90041arXiv1906.08922OpenAlexW3038810201MaRDI QIDQ3300765FDOQ3300765
Authors: Shujun Bi, Shaohua Pan, Yulan Liu 
Publication date: 30 July 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: For the rank regularized minimization problem, we introduce several kinds of stationary points by the problem itself and its equivalent reformulations including the mathematical program with an equilibrium constraint (MPEC), the global exact penalty of the MPEC,the surrogate yielded by eliminating the dual part in the exact penalty. A clear relation chart is established for these stationary points, which guides the user to choose an appropriate reformulation for seeking a low-rank solution. As a byproduct, we also provide a weaker condition for a local minimizer of the MPEC to be the M-stationary point by characterizing the directional limiting normal cone to the graph of the normal cone mapping of the positive semidefinite (PSD) cone.
Full work available at URL: https://arxiv.org/abs/1906.08922
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Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)
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Cited In (4)
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- Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications
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