Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint
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Publication:5348478
DOI10.1137/15M1037160zbMath1369.90173OpenAlexW2745004303MaRDI QIDQ5348478
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
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)
Related Items (5)
Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications ⋮ Calmness of partial perturbation to composite rank constraint systems and its applications ⋮ Several Classes of Stationary Points for Rank Regularized Minimization Problems ⋮ Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss ⋮ Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
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