Extragradient thresholding methods for sparse solutions of co-coercive NCPs

Author:

Shang Meijuan,Zhou Shenglong,Xiu Naihua

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis

Reference22 articles.

1. Cottle RW, Pang JS, Stone RE: The Linear Complementarity Problem. Academic Press, Boston; 1992.

2. Facchinei F, Pang JS: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, New York; 2003.

3. Ferris MC, Mangasarian OL, Pang JS: Complementarity: Applications, Algorithms and Extensions. Kluwer Academic, Dordrecht; 2001.

4. Xie J, He S, Zhang S: Randomized portfolio selection with constraints. Pac. J. Optim. 2008, 4: 87–112.

5. Shang M, Zhang C, Xiu N: Minimal zero norm solutions of linear complementarity problems. J. Optim. Theory Appl. 2014, 163: 795–814. 10.1007/s10957-014-0549-z

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