Complementarity formulation for problems with sparsity objective

Authors
Shen, Xin
ORCID
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179020_Shen_rpi_0185E_10959.pdf (917.54 KB)
Other Contributors
Mitchell, John E.
Bennett, Kristin P.
Lai, Rongjie
Sharkey, ThomasSharkey, Thomas C.
Issue Date
2016-08
Keywords
Mathematics
Degree
PhD
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This electronic version is a licensed copy owned by Rensselaer Polytechnic Institute, Troy, NY. Copyright of original work retained by author.
Full Citation
URI
https://hdl.handle.net/20.500.13015/2204
Abstract
We further extend the complementarity formulation to matrix optimization. In matrix optimization an analogue of l_0 minimization problem is the rank minimization problem. We model the rank minimization problem as a Mathematical Progam with Semidefinite Cone Complementarity Constraints(SDCMPCC). We investigate the optimality conditions of the SDCMPCC formulation and its variations and develop an algorithm to solve the SDCMPCC formulation efficiently.
Description
August 2016
School of Science
Department
Dept. of Mathematical Sciences
Publisher
Rensselaer Polytechnic Institute, Troy, NY
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