Solution of general linear complementarity problems via nondifferentiable concave minimization

MaRDI QIDQ1384433zbMATH OpenFDO

Authors O. L. Mangasarian

Publication date 13 April 1998

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

minimum principle necessary optimality conditionnondifferentiable concave functionsuccessive linearization

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(22)

• Equivalence of minimal \(\ell _{0}\)- and \(\ell _{p }\)-norm solutions of linear equalities, inequalities and linear programs for sufficiently small \(p\)
• Feasibility Pump-like heuristics for mixed integer problems
• Robust \(L_p\)-norm least squares support vector regression with feature selection
• Robust recursive absolute value inequalities discriminant analysis with sparseness
• Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems
• Absolute value programming
• A study of the difference-of-convex approach for solving linear programs with complementarity constraints
• Knapsack feasibility as an absolute value equation solvable by successive linear programming
• On solving difference of convex functions programs with linear complementarity constraints
• On minimizing the implicit Lagrangian for nonlinear complementarity problems under \(H\)-differentiability
• Optimality conditions and numerical algorithms for a class of linearly constrained minimax optimization problems
• A new concave minimization algorithm for the absolute value equation solution
• Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach
• A hybrid algorithm for solving the absolute value equation
• Absolute value equation solution via concave minimization
• Penalty alternating direction methods for mixed-integer optimization: a new view on feasibility pumps
• A finite descent theory for linear programming, piecewise linear convex minimization, and the linear complementarity problem
• A convex analytic approach to risk-aware Markov decision processes
• Solution point differentiability without strict complementarity in nonlinear programming
• Binary classification via spherical separator by DC programming and DCA
• Convergence of SSOR methods for linear complementarity problems
• Linear complementarity as absolute value equation solution

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