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[00403] Exact Penalization at Stationary Points of Sparse Constrained Problem

  • Session Time & Room : 1E (Aug.21, 17:40-19:20) @F309
  • Type : Contributed Talk
  • Abstract : Nonconvex sparse optimization problems with the trimmed l1 norm or truncated nuclear norm, which is a penalty function of cardinality or rank constraint, have been actively studied. A unified framework that includes all the existing trimmed l1-penalized problems is introduced. We show that under mild conditions, any d-stationary point of the penalized problem satisfies the corresponding constraint. Our result is superior to almost all existing results, especially from the viewpoint of practice.
  • Classification : 90C06, 90C26, 90C30, 90C46, 90C90
  • Author(s) :
    • Shotaro Yagishita (Chuo University)
    • Jun-ya Gotoh (Chuo University)