A global exact penalty for rank-constrained optimization problem and applications.

Zhikai Yang Le Han

Published in: Comput. Optim. Appl. (2023)

Keyphrases

constrained optimization
augmented lagrangian
exact penalty
constrained optimization problems
duality gap
objective function
penalty function
inequality constraints
lagrange multipliers
convex functions
computational complexity
special case
stationary points
constrained minimization