Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
DOI10.1137/20M1366307zbMath1479.90202arXiv2004.02177MaRDI QIDQ5010047
Publication date: 24 August 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.02177
ADMM; quadratic programming; operator splitting; complementarity problems; monotone operators; cone programming; Douglas-Rachford splitting; first-order methods; homogeneous embeddings
65K05: Numerical mathematical programming methods
90C22: Semidefinite programming
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
90C30: Nonlinear programming
65K10: Numerical optimization and variational techniques
90C20: Quadratic programming
90C46: Optimality conditions and duality in mathematical programming
90C05: Linear programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Uses Software
