Results 61 to 70 of about 137 (132)
A Discrete Multivariate Mean Value Theorem with Applications
AMS classifications: 47H10; 54H25; 55M20; 90C33; 91B50Discrete set;mean value theorem;fixed point;algorithm;equilibrium ...
Yang, Z.F., Talman, A.J.J.
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Effects Of Finite-Precision Arithmetic On Interior-Point Methods For Nonlinear Programming
, 1998 . We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are benign.
Stephen J. Wright
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Computing Integral Solutions of Complementarity Problems
AMS classifications: 90C33, 90C26, 91B50.Discrete set;complementarity problem;algorithm ...
Laan, G. van der +2 more
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Locating the least 2-norm solution of linear programs via a path-following methods
, 2002 . A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve certain equivalent perturbed quadratic programs or unconstrained ...
Yun-bin Zhao +3 more
core +1 more source
Quantitative Stability Analysis of Stochastic Quasi-Variational Inequality Problems and Applications [PDF]
, 2020 . We consider a parametric stochastic quasi-variational inequality problem (SQVIP for short) where the underlying normal cone is defined over the solution set of a parametric stochastic cone system.
Jie Zhang, Li-Wei Zhang, Huifu Xu
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A Theoretical And Numerical Comparison Of Some Semismooth Algorithms For Complementarity Problems
, 1997 : In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems.
Tecla De Luca +3 more
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On the Solution of the Extended Linear Complementarity Problem
, 1998 The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined.
Roberto Andreani
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An Irregular Grid Approach for Pricing High Dimensional American Options
AMS classifications: 35R35; 60G40; 65D15; 90C33;American options;high-dimensional problems;free boundary problems;optimal stopping;variational inequalities;numerical methods;unstructured mesh;Markov chain ...
Berridge, S.J., Schumacher, J.M.
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, 1996 A generalized class of infeasible-interior-point methods for solving horizontal linear complementarity problem is analyzed and sufficient conditions are given for the convergence of the sequence of iterates produced by methods in this class.
J. Frédéric Bonnans, Florian A. Potra
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, 1998 In this paper we propose a new unconstrained differentiable merit function f for box constrained variational inequality problems VIP(l; u; F ). We study various desirable properties of this new merit function f and propose a Gauss-Newton method in which ...
Robert S. Womersley, Defeng Sun
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