Minimal zero norm solutions of linear complementarity problems
The authors study minimal zero norm solutions of linear complementarity problems, defined as the solutions with smallest cardinality. First they show the uniqueness of the minimal zero norm solution for \(Z\)-matrix linear complementarity problems. Then they propose a \(p\)-norm regularized minimization model with \(p\in(0,1)\) and show that it can approximate minimal zero norm solutions very well by sequentially decreasing the regularization parameter. They establish a threshold lower bound for any nonzero entry in its local minimizers that can be used to identify zero entries precisely in computed solutions. They also consider the choice of a regularization parameter to get the desired sparsity. Based on the theoretical results, they design a sequential smoothing gradient method to solve the model. Finally, some numerical results are presented to demonstrate the efficiency of the method.
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