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Parameterized Complexity of Sparse Linear Complementarity Problems [PDF]
Algorithmica, 2015 In this paper, we study the parameterized complexity of the linear complementarity problem (LCP), which is one of the most fundamental mathematical optimization problems.
Kakimura, Naonori +2 more
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Linear complementarity problems solvable as linear programs
Journal of Numerical Analysis and Approximation Theory, 2018 In this paper, we present a theoretical and numerical study of linear complementary problems solvable as linear programs. We give several examples of linear complementarity problems which can be solved as linear programs using linear programming ...
Zakia Kebbiche
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Analysis and Application of A One-Layer Neural Network for Solving Horizontal Linear Complementarity Problems [PDF]
International Journal of Computational Intelligence Systems, 2014 In this paper, we analyze the stability and convergence of a one-layer neural network proposed by Gao and Wang, which is designed to solve a class of horizontal linear complementarity problems. The globally asymptotical stability and globally exponential
Xingbao Gao, Jing Wang
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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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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
semanticscholar +1 more source
Extensions of P-property, R0-property and semidefinite linear complementarity problems [PDF]
Yugoslav Journal of Operations Research, 2017 In this manuscript, we present some new results for the semidefinite linear complementarity problem, in the context of three notions for linear transformations, viz., pseudo w-P property, pseudo Jordan w-P property and pseudo SSM property ...
Jeyaraman I. +2 more
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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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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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Affinely Adjustable Robust Linear Complementarity Problems [PDF]
SIAM Journal on Optimization, 2022 Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics like game theory, optimization, and matrix theory. Despite their close relation to optimization, the protection of LCPs against uncertainties -- especially in the sense of ...
Christian Biefel +3 more
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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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