Solution of general linear complementarity problems via nondifferentiable concave minimization

zbMath0895.90167MaRDI QIDQ1384433

Olvi 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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Convergence of SSOR methods for linear complementarity problems ⋮ Binary classification via spherical separator by DC programming and DCA ⋮ Absolute value programming ⋮ Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps ⋮ Equivalence of minimal \(\ell _{0}\)- and \(\ell _{p }\)-norm solutions of linear equalities, inequalities and linear programs for sufficiently small \(p\) ⋮ Linear complementarity as absolute value equation solution ⋮ Feasibility Pump-like heuristics for mixed integer problems ⋮ Absolute value equation solution via concave minimization ⋮ Robust \(L_p\)-norm least squares support vector regression with feature selection ⋮ A hybrid algorithm for solving the absolute value equation ⋮ A study of the difference-of-convex approach for solving linear programs with complementarity constraints ⋮ Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems ⋮ Robust recursive absolute value inequalities discriminant analysis with sparseness ⋮ A new concave minimization algorithm for the absolute value equation solution ⋮ Knapsack feasibility as an absolute value equation solvable by successive linear programming ⋮ A Convex Analytic Approach to Risk-Aware Markov Decision Processes

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