Complementarity formulations of _0-norm optimization
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Publication:5148366
zbMATH Open1474.90476MaRDI QIDQ5148366FDOQ5148366
Authors: Mingbin Feng, Jong-Shi Pang, Xin Shen, Andreas Wächter, John E. Mitchell 
Publication date: 3 February 2021
Full work available at URL: http://www.yokohamapublishers.jp/online-p/PJO/vol14/pjov14n2p273.pdf
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Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cited In (33)
- Equivalence of minimal \(\ell _{0}\)- and \(\ell _{p }\)-norm solutions of linear equalities, inequalities and linear programs for sufficiently small \(p\)
- Solving linear programs with complementarity constraints using branch-and-cut
- Optimizing sparsity over lattices and semigroups
- Exact penalty decomposition method for zero-norm minimization based on MPEC formulation
- A successive convex approximation approach for sparse solutions of convex programs
- Cardinality minimization, constraints, and regularization: a survey
- Dual formulation of the sparsity constrained optimization problem: application to classification
- On integer and MPCC representability of affine sparsity
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- Lifted stationary points of sparse optimization with complementarity constraints
- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- An SDP approach for \(\ell_0\)-minimization: application to ARX model segmentation
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems
- Ejection chain moves for automatic neighborhood synthesis in constrained cardinality‐minimization problems
- Relaxation approaches for nonlinear sparse optimization problems
- A variational approach to sparsity optimization based on Lagrange multiplier theory
- Capped \(\ell_p\) approximations for the composite \(\ell_0\) regularization problem
- Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Two relaxation methods for rank minimization problems
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Capra-convexity, convex factorization and variational formulations for the \(\ell_0\) pseudonorm
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- An enhanced logical benders approach for linear programs with complementarity constraints
- Sparse approximation over the cube
- A smoothing method for sparse optimization over convex sets
- The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results
- Conic formulation of QPCCs applied to truly sparse QPs
- A smoothing method for sparse optimization over polyhedral sets
- Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
- Constrained composite optimization and augmented Lagrangian methods
- A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration
- Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines
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