Optimality Conditions for Rank-Constrained Matrix Optimization

doi:10.1007/s40305-019-00245-0

Journal of the Operations Research Society of China ›› 2019, Vol. 7 ›› Issue (2): 285-301.doi: 10.1007/s40305-019-00245-0

所属专题： Continuous Optimization

收稿日期:2018-05-30 修回日期:2019-01-11 出版日期:2019-06-30 发布日期:2019-06-30
通讯作者: Xin-Rong Li, Wen Song, Nai-Hua Xiu E-mail:lixinrong0827@163.com;wsong@hrbnu.edu.cn;nhxiu@bjtu.edu.cn

Optimality Conditions for Rank-Constrained Matrix Optimization

Xin-Rong Li¹, Wen Song², Nai-Hua Xiu¹

1 Department of Applied Mathematics, Beijing Jiaotong University, Beijing 100044, China;
2 School of Mathematical Sciences, Harbin Normal University, Harbin 150025, China

Received:2018-05-30 Revised:2019-01-11 Online:2019-06-30 Published:2019-06-30
Contact: Xin-Rong Li, Wen Song, Nai-Hua Xiu E-mail:lixinrong0827@163.com;wsong@hrbnu.edu.cn;nhxiu@bjtu.edu.cn
Supported by:
This research was supported by the National Natural Science Foundation of China (Nos. 11431002 and 11371116).

摘要/Abstract

Abstract: In this paper, we comprehensively study optimality conditions for rank-constrained matrix optimization (RCMO). By calculating the Clarke tangent and normal cones to a rank-constrained set, along with the given Fréchet, Mordukhovich normal cones, we investigate four kinds of stationary points of the RCMO and analyze the relations between each stationary point and local/global minimizer of the RCMO. Furthermore, the second-order optimality condition of the RCMO is achieved with the help of the Clarke tangent cone.

Key words: Matrix optimization, Rank constraint, Normal cone, First-order optimality condition, Second-order optimality condition

中图分类号:

. [J]. Journal of the Operations Research Society of China, 2019, 7(2): 285-301.

Xin-Rong Li, Wen Song, Nai-Hua Xiu. Optimality Conditions for Rank-Constrained Matrix Optimization[J]. Journal of the Operations Research Society of China, 2019, 7(2): 285-301.

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Optimality Conditions for Rank-Constrained Matrix Optimization

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