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作者:

Cui, Ying (Cui, Ying.) | Ding, Chao (Ding, Chao.) | Zhao, Xinyuan (Zhao, Xinyuan.) (学者:赵欣苑)

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EI Scopus SCIE

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.

关键词:

quadratic growth conditions matrix optimization metric sub regularity spectral functions augmented Lagrangian function fast convergence rates

作者机构:

  • [ 1 ] [Cui, Ying]Natl Univ Singapore, Dept Math, Singapore, Singapore
  • [ 2 ] [Ding, Chao]Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China
  • [ 3 ] [Zhao, Xinyuan]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing, Peoples R China

通讯作者信息:

  • [Cui, Ying]Natl Univ Singapore, Dept Math, Singapore, Singapore

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来源 :

SIAM JOURNAL ON OPTIMIZATION

ISSN: 1052-6234

年份: 2017

期: 4

卷: 27

页码: 2332-2355

3 . 1 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:66

中科院分区:2

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WoS核心集被引频次: 16

SCOPUS被引频次: 12

ESI高被引论文在榜: 0 展开所有

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