QUADRATIC GROWTH CONDITIONS FOR CONVEX MATRIX OPTIMIZATION PROBLEMS ASSOCIATED WITH SPECTRAL FUNCTIONS

被引:18
作者
Cui, Ying [1 ]
Ding, Chao [2 ]
Zhao, Xinyuan [3 ]
机构
[1] Natl Univ Singapore, Dept Math, Singapore, Singapore
[2] Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China
[3] Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
matrix optimization; spectral functions; quadratic growth conditions; metric sub regularity; augmented Lagrangian function; fast convergence rates; MIXING MARKOV-CHAIN; METRIC SUBREGULARITY; COMPLEMENTARITY-PROBLEMS; OPTIMALITY CONDITIONS; ERROR-BOUNDS; EIGENVALUES; REGULARITY; 1ST-ORDER; EQUATIONS; CALMNESS;
D O I
10.1137/17M1116325
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we provide two types of sufficient conditions for ensuring the quadratic growth conditions of a class of constrained convex symmetric and nonsymmetric matrix optimization problems regularized by nonsmooth spectral functions. These sufficient conditions are derived via the study of the C-2-cone reducibility of spectral functions and the metric subregularity of their subdifferentials, respectively. As an application, we demonstrate how quadratic growth conditions are used to guarantee the desirable fast convergence rates of the augmented Lagrangian methods (ALM) for solving convex matrix optimization problems. Numerical experiments on an easy-to implement ALM applied to the fastest mixing Markov chain problem are also presented to illustrate the significance of the obtained results.
引用
收藏
页码:2332 / 2355
页数:24
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