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
相关论文
共 50 条
  • [41] Note on error bounds for linear complementarity problems of Nekrasov matrices
    Chaoqian Li
    Shaorong Yang
    Hui Huang
    Yaotang Li
    Yimin Wei
    Numerical Algorithms, 2020, 83 : 355 - 372
  • [42] On the asymptotic optimality of error bounds for some linear complementarity problems
    Garcia-Esnaola, M.
    Pena, J. M.
    NUMERICAL ALGORITHMS, 2019, 80 (02) : 521 - 532
  • [43] Fine error bounds for approximate asymmetric saddle point problems
    Ruas, Vitoriano
    COMPUTATIONAL & APPLIED MATHEMATICS, 2024, 43 (04)
  • [44] Error bounds for linear complementarity problems of DB-matrices
    Dai, Ping-Fan
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2011, 434 (03) : 830 - 840
  • [45] Error bounds for linear complementarity problems of QN-matrices
    Ping-Fan Dai
    Ji-Cheng Li
    Yao-Tang Li
    Cheng-yi Zhang
    Calcolo, 2016, 53 : 647 - 657
  • [46] Error bounds for linear complementarity problems of QN-matrices
    Dai, Ping-Fan
    Li, Ji-Cheng
    Li, Yao-Tang
    Zhang, Cheng-Yi
    CALCOLO, 2016, 53 (04) : 647 - 657
  • [47] An improvement of the error bounds for linear complementarity problems of Nekrasov matrices
    Gao, Lei
    Li, Chaoqian
    Li, Yaotang
    LINEAR & MULTILINEAR ALGEBRA, 2018, 66 (08) : 1505 - 1519
  • [48] Error bounds for linear complementarity problems for SB-matrices
    Ping-Fan Dai
    Yao-Tang Li
    Chang-Jing Lu
    Numerical Algorithms, 2012, 61 : 121 - 139
  • [49] SMOOTHING SQP METHODS FOR SOLVING DEGENERATE NONSMOOTH CONSTRAINED OPTIMIZATION PROBLEMS WITH APPLICATIONS TO BILEVEL PROGRAMS
    Xu, Mengwei
    Ye, Jane J.
    Zhang, Liwei
    SIAM JOURNAL ON OPTIMIZATION, 2015, 25 (03) : 1388 - 1410
  • [50] On the asymptotic optimality of error bounds for some linear complementarity problems
    M. García-Esnaola
    J. M. Peña
    Numerical Algorithms, 2019, 80 : 521 - 532