The linear complementary problem (LCP) is a unified formulation for linear and quadratic programming problems. Therefore, it has many applications in practical problems like bimatrix game. We prove that it makes sense to look for sparse LCP solutions. A l2−l1 regularization technique transforms the original sparse optimization problem into an unconstrained one. Thereafter, a linearized ADMM (for alternating direction method of multipliers) is designed to solve the regularization model. Then, using a penalty function approach, we propose an efficient sequential linearized ADMM to find the sparse LCP solutions. Finally, numerical experiments prove that the sparse solution of LCPs can be solved efficiently, and is competitive with other state-of-the-art algorithms. A practical application in bimatrix game is also reported. 

A sequential ADMM algorithm to find sparse LCP solutions using a l2-l1 regularization technique with application in bimatrix game

Distributionally robust Weber problem with uncertain demand

Customized Alternating Direction Methods of Multipliers for Generalized Multi-facility Weber Problem

Garbage Classification Game Based on Bilevel Multi-Objective Optimization with Fuzzy Weight

Multi-source Weber problem (MWP) is an important model in facility location, which has wide applications in various areas such as health service management, transportation system management, urban planning, etc. The location-allocation algorithm is a well-known method for solving MWP, which consists of a location phase and an allocation phase at each iteration. In this paper, we consider more general and practical case of MWP–the constrained multi-source location problem (CMSLP), i.e., the location of multiple facilities with considering interactive transportation between facilities, locational constraints on facilities and the gauge for measuring distances. A variational inequality approach is contributed to solving the location subproblem called the constrained multi-facility location problem (CMFLP) in location phase, which leads to an efficient projection-type method. Then a new location-allocation algorithm is developed for CMSLP. Global convergence of the projection-type method as well as local convergence of new location-allocation algorithm are proved. The efficiency of proposed methods is verified by some preliminary numerical results.

A Variational Inequality-Based Location-Allocation Algorithm for Locating Multiple Interactive Facilities

Multi-source Weber problem (MSWP) is a classical nonconvex and NP-hard model in facility location. A well-known method for solving MSWP is the location–allocation algorithm which consists of a location phase to locate new facilities and an allocation phase to allocate customers at each iteration. This paper considers the more general and practical case of MSWP called the constrained multi-source Weber problem (CMSWP), i.e., locating multiple facilities with the consideration of the gauge for measuring distances and locational constraints on new facilities. According to the favorable structure of the involved location subproblems after reformulation, an alternating direction method of multipliers (ADMM) type method is contributed to solving these subproblems under different distance measures in a uniform framework. Then a new ADMM-based location–allocation algorithm is presented for CMSWP and its local convergence is theoretically proved. Some preliminary numerical results are reported to verify the effectiveness of proposed methods.

An ADMM-based location–allocation algorithm for nonconvex constrained multi-source Weber problem under gauge

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An ADMM-based location–allocation algorithm for nonconvex constrained multi-source Weber problem under gauge