Results 11 to 20 of about 91,873 (257)
AIMS Mathematics, 2023 In this paper, an error bound for linear complementarity problems of strong $ SDD $$ _{1} $ matrices is given. By properties of $ SDD $$ _{1} $ matrices, a new subclass of $ P $-matrices called $ SDD_{1} $-$ B $ is presented, which contains $ B ...
Yuanjie Geng, Deshu Sun
doaj +1 more source
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
core +5 more sources
AIMS Mathematics, 2023 In this paper, we present a predictor-corrector interior-point algorithm for $ P_{*}(\kappa) $-weighted linear complementarity problems. Based on the kernel function $ \varphi(t) = \sqrt{t} $, the search direction of the algorithm is obtained.
Lu Zhang +3 more
doaj +1 more source
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.
doaj +1 more source
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
openaire +3 more sources
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
doaj +1 more source
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 Morrari
openaire +1 more source
Preconditioned conjugate gradient methods for absolute value equations
Journal of Numerical Analysis and Approximation Theory, 2020 We investigate the NP-hard absolute value equations (AVE), \(Ax-B|x| =b\), where \(A,B\) are given symmetric matrices in \(\mathbb{R}^{n\times n}, \ b\in \mathbb{R}^{n}\).
Nassima Anane, Mohamed Achache
doaj +7 more sources
Note on error bounds for linear complementarity problems involving BS-matrices
AIMS Mathematics, 2022 Using the range for the infinity norm of inverse matrix of a strictly diagonally dominant M-matrix, some new error bounds for the linear complementarity problem are obtained when the involved matrix is a BS-matrix.
Deshu Sun
doaj +1 more source
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,
Solan, Eilon, Solan, Omri N.
openaire +2 more sources