No Gap Second-order Optimality Conditions for a Matrix Cone Programming Induced by the Nuclear Norm
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发布时间:2019-03-13
论文类型:期刊论文
发表时间:2016-04-01
发表刊物:ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
收录刊物:Scopus、EI、SCIE
卷号:33
期号:2
ISSN号:0217-5959
关键字:Nuclear norm; second-order tangent set; sigma term; no gap second-order
optimality conditions
摘要: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.