Multistage convex relaxation approach to rank regularized minimization problems based on equivalent mathematical program with a generalized complementarity constraint
DOI10.1137/15M1037160zbMATH Open1369.90173OpenAlexW2745004303MaRDI QIDQ5348478FDOQ5348478
Authors: Shujun Bi, Shaohua Pan
Publication date: 18 August 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1037160
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Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods of relaxation type (49M20)
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Cited In (8)
- Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss
- A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery
- Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
- Several classes of stationary points for rank regularized minimization problems
- A global exact penalty for rank-constrained optimization problem and applications
- Calmness of partial perturbation to composite rank constraint systems and its applications
- Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications
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