On the Exactness of Dantzig-Wolfe Relaxation for Rank Constrained Optimization Problems

This paper studies the rank constrained optimization problem (RCOP) that aims to minimize a linear objective function over intersecting a prespecified closed rank constrained domain set with m two-sided linear constraints. Replacing the domain set by its closed convex hull offers us a convex Dantzig-Wolfe Relaxation (DWR) of the RCOP. Our goal is to characterize … Read more