Conformal Prediction Regions for Time Series using Linear Complementarity Programming [PDF]
AAAI Conference on Artificial Intelligence, 2023 Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction regions.
Matthew Cleaveland +3 more
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Polyhedral complementarity problem with quasimonotone decreasing mappings [PDF]
Yugoslav Journal of Operations Research, 2023 The fixed point problem of piecewise constant mappings in Rn is investigated. This is a polyhedral complementarity problem, which is a generalization of the linear complementarity problem.
Shmyrev Vadim I.
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A Sequential Convex Programming Approach to Solving Quadratic Programs and Optimal Control Problems With Linear Complementarity Constraints [PDF]
IEEE Control Systems Letters, 2021 Mathematical programs with complementarity constraints are notoriously difficult to solve due to their nonconvexity and lack of constraint qualifications in every feasible point.
J. Hall +3 more
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The strict complementarity in linear fractional optimization [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2021 As an important duality result in linear optimization, the Goldman–Tucker theorem establishes strict complementarity between a pair of primal and dual linear programs.
M. Mehdiloo, K. Tone, M.B. Ahmadi
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On Column Competent Matrices and Linear Complementarity Problem [PDF]
International Conference on Mathematics and Computing, 2021 We revisit the class of column competent matrices and study some matrix theoretic properties of this class. The local $w$-uniqueness of the solutions to the linear complementarity problem can be identified by the column competent matrices.
A. Dutta, R. Jana, A. K. Das
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On linear problems with complementarity constraints [PDF]
Optimization Letters, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Letizia Pellegrini +2 more
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Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem [PDF]
SIAM Journal on Optimization, 2020 The linear complementarity problem (LCP) is a general set membership problem that includes quadratic cone programming as a special case. In this work we consider a homogeneous embedding of the LCP, which encodes both the optimality conditions of the ...
Brendan O'Donoghue
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A new search direction of IPM for horizontal linear complementarity problems
Frontiers in Energy Research, 2023 This study presents a new search direction for the horizontal linear complementarity problem. A vector-valued function is applied to the system of xy=μe, which defines the central path.
Xiaoyu Gong +4 more
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A modulus-based formulation for the vertical linear complementarity problem
Numerical Algorithms, 2022 We introduce a modulus-based formulation for vertical linear complementarity problems (VLCPs) with an arbitrary number ℓ of matrices. This formulation can be used to set up a variety of modulus-based solution methods, including, for example, the modulus ...
F. Mezzadri
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Note on error bounds for linear complementarity problems for B-matrices
Applied Mathematics Letters, 2016 Chaoqian Li, Yaotang Li
exaly +2 more sources