Sparse solutions of linear complementarity problems
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Publication:312696
DOI10.1007/s10107-015-0950-xzbMath1346.90776OpenAlexW2110750017MaRDI QIDQ312696
Publication date: 16 September 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0950-x
Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Portfolio theory (91G10)
Related Items (16)
A sequential ADMM algorithm to find sparse LCP solutions using a \(l_2-l_1\) regularization technique with application in bimatrix game ⋮ An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints ⋮ A Parallel Iterative Algorithm for Differential Linear Complementarity Problems ⋮ Conic formulation of QPCCs applied to truly sparse QPs ⋮ Lifted stationary points of sparse optimization with complementarity constraints ⋮ Sparse Markowitz portfolio selection by using stochastic linear complementarity approach ⋮ Preconditioned ADMM for a class of bilinear programming problems ⋮ Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation ⋮ A Gauss--Seidel Type Method for Dynamic Nonlinear Complementarity Problems ⋮ Uniqueness of the minimal \(l_1\)-norm solution to the monotone linear complementarity problem ⋮ The sparsest solutions to \(Z\)-tensor complementarity problems ⋮ Lagrangian duality and saddle points for sparse linear programming ⋮ The sparsest solution of the union of finite polytopes via its nonconvex relaxation ⋮ A linearly convergent iterative method for identifying H-matrices ⋮ A theoretical perspective of solving phaseless compressive sensing via its nonconvex relaxation ⋮ Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model
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