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No Gap Second-order Optimality Conditions for a Matrix Cone Programming Induced by the Nuclear Norm

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Indexed by:期刊论文
Journal:ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
Included Journals:SCIE、EI、Scopus
Volume:33
Issue:2
ISSN No.:0217-5959
Key Words:Nuclear norm; second-order tangent set; sigma term; no gap second-order optimality conditions
Abstract:The first-order and the second-order directional derivatives of singular values are used to characterize the tangent cone, the normal cone and the second-order tangent set of the epigraph of the nuclear norm of matrices. Based on the variational geometry of the epigraph, the no gap second-order optimality conditions for the optimization problem, whose constraint is defined by the matrix cone induced by the nuclear norm, are established.
Date of Publication:2016-04-01

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