Defines and relates multiple stationary-point notions for rank-regularized problems via MPEC and penalty reformulations, plus a weaker condition linking local MPEC minimizers to M-stationarity.
Torki , Second-order directional derivatives of all eigenvalues of a symmetric matrix, Nonlinear analysis, 46(2001): 1133-1150
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Several classes of stationary points for rank regularized minimization problems
Defines and relates multiple stationary-point notions for rank-regularized problems via MPEC and penalty reformulations, plus a weaker condition linking local MPEC minimizers to M-stationarity.