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A Safeguarded Projected-Gradient Framework for Complementarity Constrained Least Squares Problems

Xiao, Lianghai et al.
arXiv (All) · Papers
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optimization-and-control
Both generalized absolute value equations (GAVEs) and linear complementarity problems (LCPs) can be formulated as least-squares problems over the complementarity set. Because this feasible set is nonconvex, projected stationarity does not in general imply zero residual. We develop a safeguarded proj
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