Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
DOI10.1137/20M1366307zbMath1479.90202arXiv2004.02177OpenAlexW3190420332MaRDI 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
ADMMquadratic programmingoperator splittingcomplementarity problemsmonotone operatorscone programmingDouglas-Rachford splittingfirst-order methodshomogeneous embeddings
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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