运筹学学报 >
2018 , Vol. 22 >Issue 3: 139 - 144
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2018.03.015
群零模正则化问题的等价Lipschitz优化模型
收稿日期: 2016-06-30
网络出版日期: 2018-09-15
基金资助
国家自然科学基金(No. 11571120), 广东省自然科学基金(No. 2015A030313214)
Equivalent Lipschitz optimization model for the group zero-norm regularized problem
Received date: 2016-06-30
Online published: 2018-09-15
陈星文, 潘少华 . 群零模正则化问题的等价Lipschitz优化模型[J]. 运筹学学报, 2018 , 22(3) : 139 -144 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.03.015
With the help of the variational characterization of the zero-norm function, we reformulate the group zero-norm regularized problem as a MPCC (mathematical program with a complementarity constraint) and show that the penalty problem, yielded by moving the complementarity constraint into the objective, is a global exact penalty of the MPCC problem itself. The objective function of the exact penalty problem is not only global Lipschitz continuous in the feasible set but also has the desired bilinear structure, thereby providing a favorable equivalent Lipschitz optimization model for designing sequential convex relaxation algorithms of the group zero-norm regularized problem.
Key words: group zero-norm regularized problems; MPCC; global exact penalty
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