Error bounds for rank constrained optimization problems and applications

被引:10
|
作者
Bi, Shujun [1 ]
Pan, Shaohua [2 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China
[2] S China Univ Technol, Dept Math, Guangzhou 510641, Guangdong, Peoples R China
基金
中国国家自然科学基金;
关键词
Rank constrained optimization; Error bounds; Calmness; Exact penalty; LEAST-SQUARES; INEQUALITIES; MINIMIZATION; EQUATIONS;
D O I
10.1016/j.orl.2016.03.002
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
For the rank constrained optimization problem whose feasible set is the intersection of the rank constraint set R = {X is an element of X vertical bar rank(X) <= kappa} and a closed convex set Omega, we establish the local (global) Lipschitzian type error bounds for estimating the distance from any X is an element of Omega (X is an element of X) to the feasible set and the solution set, under the calmness of a multifunction associated to the feasible set at the origin, which is satisfied by three classes of common rank constrained optimization problems. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:336 / 341
页数:6
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