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HTPCP

HTPCP: Half thresholding projection algorithm for sparse solutions of complementarity problems

This Matlab solver was created based on the algorithm proposed by
Shang, M.,Zhang, C.,Peng, D.,& Zhou, S., A half thresholding projection algorithm for sparse solutions of LCPs, Optimization Letters,9(6),1231-1245,2015

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This Matlab package solves the sparse LCPs.

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