Lagrangian duality and saddle points for sparse linear programming
From MaRDI portal
Publication:2010427
DOI10.1007/s11425-018-9546-9zbMath1432.90127OpenAlexW2973012282WikidataQ127294906 ScholiaQ127294906MaRDI QIDQ2010427
Weiyue Li, Ziyan Luo, Chen Zhao, Nai-Hua Xiu, Hou-Duo Qi
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
optimality conditionsaddle point theoremstrong dualityLagrangian dual problemsparse linear programming
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Cites Work
- On solutions of sparsity constrained optimization
- The first-order necessary conditions for sparsity constrained optimization
- Best subset selection via a modern optimization lens
- Sparse solutions of linear complementarity problems
- Minimal zero norm solutions of linear complementarity problems
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- Optimality conditions for sparse nonlinear programming
- On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms
- Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms
- Introduction to Piecewise Differentiable Equations
- Exact Regularization of Convex Programs
- Variational Analysis
- Weighted Network Design With Cardinality Constraints via Alternating Direction Method of Multipliers
- Sparse nonnegative solution of underdetermined linear equations by linear programming
- Sparse Approximation via Penalty Decomposition Methods
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
- Compressed sensing
This page was built for publication: Lagrangian duality and saddle points for sparse linear programming