Results 21 to 30 of about 5,034,416 (318)
Linear Algebra and its Applications, 2021 In this paper, we generalize and analyze the concepts of diagonal dominance and irreducibility in the framework of column and row representative matrices of a set. Our analysis includes the definition of particular sets of M- and H-matrices.
F. Mezzadri, E. Galligani
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Scarf’s generalization of linear complementarity problem revisited [PDF]
Yugoslav Journal of Operations Research, 2013 In this paper, we revisit Scarf’s generalization of the linear complementarity problem, formulate this as a vertical linear complementarity problem and obtain some new results on this generalization.
Neogy S.K., Sinha S., Das A.K., Gupta A.
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Multiparametric Linear Complementarity Problems [PDF]
Proceedings of the 45th IEEE Conference on Decision and Control, 2006 The linear complementarity problem (LCP) is a general problem that unifies linear and quadratic programs and bimatrix games. In this paper, we present an efficient algorithm for the solution to multiparametric linear complementarity problems (pLCPs) that are defined by positive semi-definite matrices. This class of problems includes the multiparametric
Colin N. Jones, Manfred Morari
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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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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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On the equivalence of linear complementarity problems [PDF]
Operations Research Letters, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bart De Schutter +2 more
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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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On a “stability” in the linear complementarity problem
Linear Algebra and its Applications, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pires, Marília, Kravchenko, Viktor
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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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