Complementarity formulation for problems with sparsity objective
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Authors
Shen, Xin
Issue Date
2016-08
Type
Electronic thesis
Thesis
Thesis
Language
ENG
Keywords
Mathematics
Alternative Title
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
School of Science
Full Citation
Publisher
Rensselaer Polytechnic Institute, Troy, NY