Inexact Penalty Decomposition Methods for Optimization Problems with Geometric Constraints

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider someĀ  situations where parts of the constraints are nonconvex and complicated, like cardinality constraints, disjunctive programs, or matrix problems involving rank constraints. By a variable duplication andĀ  decomposition strategy, … Read more