A penalty method for rank minimization problems in symmetric matrices
نویسندگان
چکیده
منابع مشابه
A Penalty Method for Rank Minimization Problems in Symmetric Matrices∗
The problem of minimizing the rank of a symmetric positive semidefinite matrix subject to constraints can be cast equivalently as a semidefinite program with complementarity constraints (SDCMPCC). The formulation requires two positive semidefinite matrices to be complementary. We investigate calmness of locally optimal solutions to the SDCMPCC formulation and hence show that any locally optimal...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2018
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-018-0010-6