Results 11 to 20 of about 5,034,416 (318)
Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications
Mathematics, 2023 One-stage stochastic linear complementarity problem (SLCP) is a special case of a multi-stage stochastic linear complementarity problem, which has important applications in economic engineering and operations management.
Shuang Lin, Jie Zhang, Chen Qiu
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Linear complementarity problems on extended second order cones [PDF]
Journal of Optimization Theory and Applications, 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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Quitting Games and Linear Complementarity Problems [PDF]
Mathematics of Operations Research, 2020 We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε>0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems,
Eilon Solan, Omri N. Solan
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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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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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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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Linear Complementarity Systems [PDF]
SIAM Journal on Applied Mathematics, 2000 Summary: The authors introduce a new class of dynamical systems called ``linear complementarity systems''. The time evolution of these systems consists of a series of continuous phases separated by ``events'' which cause a change in dynamics and possibly a jump in the state vector. The occurrence of events is governed by certain inequalities similar to
Johannes M. Schumacher +2 more
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