Lagrangian duality and saddle points for sparse linear programming

DOI10.1007/S11425-018-9546-9MaRDI QIDQ2010427zbMATH OpenOpenAlexWikidataFDO

Authors Chen Zhao, Ziyan Luo, Weiyue Li, Houduo Qi, Naihua Xiu

Publication date 27 November 2019

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/430805/1/SLP2019Feb16.pdf

zbMATH Keywords

optimality conditionsaddle point theoremstrong dualityLagrangian dual problemsparse linear programming

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Cited in

(3)

• The equivalent model of the large sparse saddle point problem and its solving strategy
• A sparse proximal implementation of the LP dual active set algorithm
• First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis

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