Results 11 to 20 of about 150,702 (264)
On multigrid for anisotropic equations and variational inequalities: pricing multi-dimensional European and American options [PDF]
, 2004 Partial differential operators in finance often originate in bounded linear stochastic processes. As a consequence, diffusion over these boundaries is zero and the corresponding coefficients vanish.
Christoph Reisinger +7 more
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New error bounds for the tensor complementarity problem
Electronic Research Archive, 2022 This paper discusses new error bounds for the tensor complementarity problem using a P-tensor. A new lower error bound and a global error bound are presented for such a problem.
Xin Liu, Guang-Xin Huang
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SN Applied Sciences, 2021 This study proposes a method to analyse the motion of a multibody system with components subjected to large plastic deformations by contact and collision.
Shun Yamaguchi +2 more
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AIMS Mathematics, 2023 In this paper, an error bound for linear complementarity problems of strong $ SDD $$ _{1} $ matrices is given. By properties of $ SDD $$ _{1} $ matrices, a new subclass of $ P $-matrices called $ SDD_{1} $-$ B $ is presented, which contains $ B ...
Yuanjie Geng, Deshu Sun
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The Extended Linear Complementarity Problem [PDF]
SIAM Journal on Matrix Analysis and Applications, 1995 Summary: We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity of the bilinear objective function under a monotonicity ...
Mangasarian, O. L., Pang, J. S.
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Linear Complementarity Systems: Zeno States [PDF]
SIAM Journal on Control and Optimization, 2005 Conewise linear systems are dynamical systems in which the state space is partitioned into a finite number of nonoverlapping polyhedral cones on each of which the dynamics of the system is described by a linear differential equation. This class of dynamical systems represents a large number of piecewise linear systems, most notably, linear ...
Shen, Jinglai, Pang, Jong-Shi
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Algorithms, 2016 Our purpose of this paper is to solve a class of stochastic linear complementarity problems (SLCP) with finitely many elements. Based on a new stochastic linear complementarity problem function, a new semi-smooth least squares reformulation of the ...
Zhimin Liu, Shouqiang Du, Ruiying Wang
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CKV-type B-matrices and error bounds for linear complementarity problems
AIMS Mathematics, 2021 In this paper, we introduce a new subclass of P-matrices called Cvetković-Kostić-Varga type B-matrices (CKV-type B-matrices), which contains DZ-type-B-matrices as a special case, and present an infinity norm bound for the inverse of CKV-type B-matrices ...
Xinnian Song, Lei Gao
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Linear complementarity problems on extended second order cones [PDF]
, 2018 In this paper, we study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed complementarity problem on the non-negative orthant.
Németh, S. Z., Xiao, L.
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Long step homogeneous interior point algorithm for the p* nonlinear complementarity problems [PDF]
Yugoslav Journal of Operations Research, 2002 A P*-Nonlinear Complementarity Problem as a generalization of the P*-Linear Complementarity Problem is considered. We show that the long-step version of the homogeneous self-dual interior-point algorithm could be used to solve such a problem.
Lešaja Goran
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