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Abstract:
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.
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Source :
SIAM JOURNAL ON OPTIMIZATION
ISSN: 1052-6234
Year: 2017
Issue: 4
Volume: 27
Page: 2332-2355
3 . 1 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:66
CAS Journal Grade:2
Cited Count:
WoS CC Cited Count: 16
SCOPUS Cited Count: 14
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
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