Sparse solutions of linear complementarity problems
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- Uniqueness of the minimal \(l_1\)-norm solution to the monotone linear complementarity problem
- A shrinkage-thresholding projection method for sparsest solutions of LCPs
- Minimal zero norm solutions of linear complementarity problems
- The Linear Complementarity Problems with a Few Variables per Constraint
- scientific article; zbMATH DE number 7668284
Cites work
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- Sparse and stable Markowitz portfolios
- Sufficient matrices and the linear complementarity problem
Cited in
(35)- Complementarity formulations of \(\ell_0\)-norm optimization
- Uniqueness of the minimal \(l_1\)-norm solution to the monotone linear complementarity problem
- Sparse nonnegative solution of underdetermined linear equations by linear programming
- A linearly convergent iterative method for identifying H-matrices
- Partial augmented Lagrangian method for non-Lipschitz mathematical programs with complementarity constraints
- Nonnegative iterative reweighted method for sparse linear complementarity problem
- Lagrangian duality and saddle points for sparse linear programming
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
- scientific article; zbMATH DE number 7668284 (Why is no real title available?)
- Sparse Linear Complementarity Problems
- On the study of sparse linear programming
- Lifted stationary points of sparse optimization with complementarity constraints
- A Gauss-Seidel type method for dynamic nonlinear complementarity problems
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- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation
- Minimal zero norm solutions of linear complementarity problems
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