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Spectral Gradient Algorithm Based on the Generalized Fiser-Burmeister Function for Sparse Solutions of LCPS

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DOI: 10.4236/ojs.2015.56057    1,600 Downloads   1,848 Views

ABSTRACT

This paper considers the computation of sparse solutions of the linear complementarity problems LCP(q, M). Mathematically, the underlying model is NP-hard in general. Thus an lp(0 < p < 1) regularized minimization model is proposed for relaxation. We establish the equivalent unconstrained minimization reformation of the NCP-function. Based on the generalized Fiser-Burmeister function, a sequential smoothing spectral gradient method is proposed to solve the equivalent problem. Numerical results are given to show the efficiency of the proposed method.

Cite this paper

Gao, C. , Yu, Z. and Wang, F. (2015) Spectral Gradient Algorithm Based on the Generalized Fiser-Burmeister Function for Sparse Solutions of LCPS. Open Journal of Statistics, 5, 543-551. doi: 10.4236/ojs.2015.56057.

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