Results 51 to 60 of about 880,886 (232)
A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems [PDF]
Yugoslav Journal of Operations Research, 2015 In this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is
Asadi S., Mansouri H.
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Projective algorithms for solving complementarity problems
International Journal of Mathematics and Mathematical Sciences, 2002 We present robust projective algorithms of the von Neumann type for the linear complementarity problem and for the generalized linear complementarity problem.
Caroline N. Haddad, George J. Habetler
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Projection and Contraction Method for Pricing American Bond Options
Mathematics, 2023 In this paper, an effective numerical method is proposed for a linear complementarity problem (LCP) arising in the valuation of American bond options under the Cox–Ingersoll–Ross (CIR) model.
Qi Zhang +4 more
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Kvadratično programiranje i linearna zadaća komplementarnosti [PDF]
, 2014 Linearna zadaća komplementarnosti je sjajan kontekst u kojem se mogu prikazati pojmovi iz linearne algebre i teorije matrica pa smo se na početku rada dotakli osnovnih pojmova i rezultata vezanih za matrice, konkretno pozitivno definitne i semidefinitne ...
Glibušić, Antonija
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On preconditioned SSOR methods for the linear complementarity problem [PDF]
, 2018 In this paper, we consider the preconditioned iterative methods for solving the linear complementarity problem associated with an M-matrix. Two preconditioned SSOR methods for solving the linear complementarity problem are proposed.
Zhang, D. (Dan)
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Bi-Linear Complementarity Problem
, 2013 {"references": ["", "C. W. Cryer and Y. Lin, An alternating direction implicit algorithm for the\nsolution of linear complementarity problems arising from free boundary\nproblems, Appl. Math. Optimization, 13 (1985) 1-17.", "C. E. Lemke, Bimatrix equilibrium points and mathematical programming,\nManagement Science, 11 (1965) 681-689.", "J.
Wang, Chao, Ting-Zhu Huang Chen Jia
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Extensive-Form Perfect Equilibrium Computation in Two-Player Games
, 2016 We study the problem of computing an Extensive-Form Perfect Equilibrium (EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium requiring resilience w.r.t. a specific vanishing perturbation (representing mistakes of the players at
Farina, Gabriele, Gatti, Nicola
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The Linear Complementarity Problem Under Asymptotic Analysis
Mathematics of Operations Research, 2005 In this work we study the classical linear complementarity problem LCP by describing the asymptotic behavior of the approximate solutions to its variational inequality formulation. Thus, some properties satisfied by the directions which are limits of the normalized unbounded approximate solutions will be established.
Flores-Bazan, F, Lopez, R
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Parameterized Complexity of Sparse Linear Complementarity Problems [PDF]
Algorithmica, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sumita, Hanna +2 more
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Complexity analysis of primal-dual algorithms for the semidefinite linear complementarity problem
Journal of Numerical Analysis and Approximation Theory, 2011 In this paper a primal-dual path-following interior-point algorithm for the monotone semidefinite linear complementarity problem is presented.
Mohamed Achache, Naima Boudiaf
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