Lagrangian duality and saddle points for sparse linear programming

DOI10.1007/S11425-018-9546-9zbMATH Open1432.90127OpenAlexW2973012282WikidataQ127294906 ScholiaQ127294906MaRDI QIDQ2010427FDOQ2010427

Authors: Chen Zhao, Ziyan Luo, Weiyue Li, Houduo Qi, Naihua Xiu 

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

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zbMATH Keywords

optimality conditionsaddle point theoremstrong dualityLagrangian dual problemsparse linear programming

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Cites Work

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• Minimal zero norm solutions of linear complementarity problems
• Optimality conditions for sparse nonlinear programming
• Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
• Weighted Network Design With Cardinality Constraints via Alternating Direction Method of Multipliers

Cited In (3)

• The equivalent model of the large sparse saddle point problem and its solving strategy
• A sparse proximal implementation of the LP dual active set algorithm
• First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis

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