Sparse solutions of linear complementarity problems

DOI10.1007/S10107-015-0950-XzbMath1346.90776OpenAlexW2110750017MaRDI QIDQ312696

Shuhuang Xiang, Xiaojun Chen

Publication date: 16 September 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0950-x

zbMATH Keywords

linear complementarity problemnonconvex optimizationrestricted isometry propertysparse solution

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Portfolio theory (91G10)

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