Lagrangian duality and saddle points for sparse linear programming

DOI10.1007/s11425-018-9546-9zbMath1432.90127OpenAlexW2973012282WikidataQ127294906 ScholiaQ127294906MaRDI QIDQ2010427

Weiyue Li, Ziyan Luo, Chen Zhao, Nai-Hua Xiu, Hou-Duo Qi

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

zbMATH Keywords

optimality conditionsaddle point theoremstrong dualityLagrangian dual problemsparse linear programming

Mathematics Subject Classification ID

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

Cites Work

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• Compressed sensing

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