Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem

DOI10.1137/20M1366307zbMath1479.90202arXiv2004.02177OpenAlexW3190420332MaRDI QIDQ5010047

Brendan O'Donoghue

Publication date: 24 August 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.02177

zbMATH Keywords

ADMMquadratic programmingoperator splittingcomplementarity problemsmonotone operatorscone programmingDouglas-Rachford splittingfirst-order methodshomogeneous embeddings

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization ⋮ Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming

Uses Software

• SDPLIB
• CVX
• YALMIP
• NETLIB LP Test Set
• CVXPY
• Julia
• JuMP
• SCS
• CSparse
• GitHub
• OSQP
• POGS
• Convex.jl
• QPALM
• SuperSCS
• SuperMann
• COSMO

Cites Work

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