Lifted stationary points of sparse optimization with complementarity constraints
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Cites work
- A New Approach to Lagrange Multipliers
- An augmented Lagrangian method for non-Lipschitz nonconvex programming
- An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
- Computing B-stationary points of nonsmooth DC programs
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Decoding by Linear Programming
- Engineering and Economic Applications of Complementarity Problems
- Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
- Exact penalization via dini and hadamard conditional derivatives
- Extension of Hoffman’s Error Bound to Polynomial Systems
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions
- scientific article; zbMATH DE number 635657 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Mathematical Programs with Equilibrium Constraints
- Multicomposite nonconvex optimization for training deep neural networks
- New constraint qualifications for S-stationarity for MPEC with nonsmooth objective
- New global error bound for extended linear complementarity problems
- Nonconvex optimization for 3-dimensional point source localization using a rotating point spread function
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Partial exact penalty for mathematical programs with equilibrium constraints
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
- Sparse solutions of a class of constrained optimization problems
- Sparse solutions of linear complementarity problems
- The Linear Complementarity Problem
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variational Analysis
Cited in
(5)- On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
- scientific article; zbMATH DE number 5670953 (Why is no real title available?)
- Lifted Stationary Points of Sparse Optimization with Complementarity Constraints
- Cardinality objective nonlinear programs for facility capacity expansion
- Proximal penalty method for sparse optimization with complementarity constraints
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