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NEWTON HARD-THRESHOLDING PURSUIT FOR SPARSE LINEAR COMPLEMENTARITY PROBLEM VIA A NEW MERIT FUNCTION

Zhou, SL; Shang, MJ; Pan, LL; Li, M

Shang, MJ (corresponding author), Shijiazhuang Univ, Coll Sci, Shijiazhuang 050035, Hebei, Peoples R China.

SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021; 43 (2): A772

Abstract

Solutions to the linear complementarity problem (LCP) are naturally sparse in many applications such as bimatrix games and portfolio section problems.......

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