Complementarity formulation for problems with sparsity objective

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Authors
Shen, Xin
Issue Date
2016-08
Type
Electronic thesis
Thesis
Language
ENG
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Mathematics
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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.
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August 2016
School of Science
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Rensselaer Polytechnic Institute, Troy, NY
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