# An exact penalty approach for optimization with nonnegative orthogonality constraints

arXiv: https://arxiv.org/abs/1907.12424 · HTML: https://mlsanity.com/paper/1907.12424/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Jul 2019.

## Built on by (most cited first, 7 of 7)

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- [A Block Coordinate Descent Method for Nonsmooth Composite Optimization under Orthogonality Constraints](https://mlsanity.com/paper/2304.03641/) (2023)
- [Developing Lagrangian-based Methods for Nonsmooth Nonconvex Optimization](https://mlsanity.com/paper/2404.09438/) (2024)
- [Robust Orthogonal NMF with Label Propagation for Image Clustering](https://mlsanity.com/paper/2504.21472/) (2025)
- [A Support-Set Algorithm for Optimization Problems with Nonnegative and Orthogonal Constraints](https://mlsanity.com/paper/2511.03443/) (2025)
- [Deflation-Free Optimal Scoring](https://mlsanity.com/paper/2604.25664/) (2026)
- [Riemannian Difference-of-Convex Optimization for K-Means Clustering](https://mlsanity.com/paper/2609.34310/) (2026)

## Abstract (arXiv)

Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization formulation with nonnegative and multiple spherical constraints and an additional single nonlinear constraint. Various constraint qualifications, the first- and second-order optimality conditions of the equivalent formulation are discussed. By establishing a local error bound of the feasible set, we design a class of (smooth) exact penalty models via keeping the nonnegative and multiple spherical constraints. The penalty models are exact if the penalty parameter is sufficiently large other than going to infinity. A practical penalty algorithm with postprocessing is then developed. It uses a second-order method to approximately solve a series of subproblems with nonnegative and multiple spherical constraints. We study the asymptotic convergence of the penalty algorithm and establish that any limit point is a weakly stationary point of the original problem and becomes a stationary point under some additional mild conditions. Extensive numerical results on the projection problem, orthogonal nonnegative matrix factorization problems and the K-indicators model show the effectiveness of our proposed approach.