Local optimality for stationary points of group zero-norm regularized problems and equivalent surrogates

被引:4
|
作者
Pan, Shaohua [1 ]
Liang, Ling [1 ]
Liu, Yulan [2 ]
机构
[1] South China Univ Technol, Sch Math, Guangzhou, Peoples R China
[2] Guangdong Univ Technol, Sch Math & Stat, Guangzhou, Peoples R China
基金
中国国家自然科学基金;
关键词
Group zero-norm; equivalent surrogates; stationary points; local optimality; VARIABLE SELECTION; SPARSE SIGNALS; ERROR-BOUNDS; OPTIMIZATION; CALMNESS; RECONSTRUCTION; REGRESSION;
D O I
10.1080/02331934.2022.2057853
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
This paper focuses on the local optimality for the stationary points of the composite group zero-norm regularized problem and its equivalent surrogates. First, by using the structure of the composite group zero-norm and its second subderivative characterization, we achieve several local optimal conditions for a stationary point of the group zero-norm regularized problem. Then, we obtain a family of equivalent surrogates for the group zero-norm regularized problem from a class of global exact penalties of its MPEC reformulation, established under the calmness of a partial perturbation to the composite group zero-norm constraint system. For the stationary points of these surrogates, we study their local optimality to the surrogates themselves and the group zero-norm regularized problem. The local optimality conditions obtained in this work not only recover the existing ones for zero-norm regularized problems, but also provide new criteria to judge the local optimality of a stationary point yielded by an algorithm for solving the corresponding surrogate problems.
引用
收藏
页码:2311 / 2343
页数:33
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