Results 11 to 20 of about 2,842 (122)
Some New Results for the Semidefinite Linear Complementarity Problem [PDF]
SIAM Journal on Matrix Analysis and Applications, 2002 Summary: We present some new results for the SemiDefinite Linear Complementarity Problem (SDLCP). In the first part, we introduce the concepts of (i) nondegeneracy for a linear transformation \(L:{\mathcal S}^n \rightarrow{\mathcal S}^n\) and (ii) the locally-star-like property of a solution point of an SDLCP(\(L,Q\)) for \(Q\in{\mathcal S}^n\), and we
Gowda, M. Seetharama, Song, Y.
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Convergence Properties of Iterative Methods for Symmetric Positive Semidefinite Linear Complementarity Problems [PDF]
Mathematics of Operations Research, 1993 We consider iterative methods using splittings for solving symmetric positive semidefinite linear complementarity problems. We prove strong convergence, i.e., convergence of the whole sequence, for these types of methods with the only hypothesis of existence of a solution.
de Pierro, Alvaro R., Iusem, Alfredo N.
openaire +2 more sources
On the \(P_2'\) and \(P_2\)-properties in the semidefinite linear complementarity problem
Linear Algebra and its Applications, 2010 The authors consider several classes of linear transformations for semidefinite linear complementarity problems (SDLCPs) and investigate the equivalence of some matrix properties within the SDLCP setting. Namely, they introduce a new \(P'_2\)-property and show its equivalence to \(P_2\) for Lyapunov, multiplicative, and some classes of Stein ...
Chandrashekaran, A. +2 more
+5 more sources
The Q-property of a multiplicative transformation in semidefinite linear complementarity problems
The Electronic Journal of Linear Algebra, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Balaji, R., Parthasarathy, T.
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Nonsmooth Newton’s Method and Semidefinite Optimization [PDF]
, 2003 We introduce basic ideas of a nonsmooth Newton’s method and its application in solving semidefinite optimization (SDO) problems. In particular, the method can be used to solve both linear and nonlinear semidefinite complementarity problems.
Sun, Jie
core
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons
Communications on Pure and Applied Mathematics, Volume 79, Issue 5, Page 1151-1298, May 2026.Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley +1 more source
Characterizing the universal rigidity of generic frameworks
, 2014 A framework is a graph and a map from its vertices to E^d (for some d). A framework is universally rigid if any framework in any dimension with the same graph and edge lengths is a Euclidean image of it. We show that a generic universally rigid framework
A Weil +26 more
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Data‐Based Refinement of Parametric Uncertainty Descriptions
International Journal of Robust and Nonlinear Control, Volume 36, Issue 6, Page 3210-3228, April 2026.ABSTRACT We consider dynamical systems with a linear fractional representation involving parametric uncertainties which are either constant or varying with time. Given a finite‐horizon input‐state or input‐output trajectory of such a system, we propose a numerical scheme which iteratively improves the available knowledge about the involved constant ...
Tobias Holicki, Carsten W. Scherer
wiley +1 more source