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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New global error bound for extended linear complementarity problems [PDF]
Journal of Inequalities and Applications, 2018 For the extended linear complementarity problem (ELCP), by virtue of a new residual function, we establish a new type of global error bound under weaker conditions.
Hongchun Sun, Min Sun, Yiju Wang
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An alternative error bound for linear complementarity problems involving BS $B^{S}$-matrices [PDF]
Journal of Inequalities and Applications, 2018 An alternative error bound for linear complementarity problems for BS $B^{S}$-matrices is presented. It is shown by numerical examples that the new bound is better than that provided by García-Esnaola and Peña (Appl. Math. Lett.
Lei Gao
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The extended linear complementarity problem [PDF]
SIAM Journal on Matrix Analysis and Applications, 1995 In this paper we define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). We study the general solution set of an ELCP and we present an algorithm to find all its solutions.
Bart De Moor, Bart De Schutter
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An improved error bound for linear complementarity problems for B-matrices [PDF]
Journal of Inequalities and Applications, 2017 A new error bound for the linear complementarity problem when the matrix involved is a B-matrix is presented, which improves the corresponding result in (Li et al. in Electron. J. Linear Algebra 31(1):476-484, 2016).
Lei Gao, Chaoqian Li
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Error bounds for linear complementarity problems of weakly chained diagonally dominant B-matrices [PDF]
Journal of Inequalities and Applications, 2017 In this paper, new error bounds for the linear complementarity problem are obtained when the involved matrix is a weakly chained diagonally dominant B-matrix. The proposed error bounds are better than some existing results.
Feng Wang
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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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A Generalized Direction in Interior Point Method for Monotone Linear Complementarity Problems [PDF]
Optimization Letters, 2018 International audienceIn this paper, we present a new interior point method with full Newton step for monotone linear complementarity problems. The specificity of our method is to compute the Newton step using a modified system similar to that introduced
Haddou, Mounir +2 more
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Quitting Games and Linear Complementarity Problems [PDF]
Mathematics of Operations Research, 2017 We prove that every multiplayer quitting game admits a sunspot $\varepsilon$-equilibrium for every $\varepsilon > 0$, that is, an $\varepsilon$-equilibrium in an extended game in which the players observe a public signal at every stage.
Eilon Solan, O. Solan
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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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