A Unified Framework for a Class of Mathematical Programming Problems
01 Jan 2018-pp 1-31
TL;DR: In this paper, the authors study various mathematical programming problems in a common framework known as linear complementarity problem and discuss matrix theoretic properties of some recent matrix classes encountered in linear completeness literature and its processability using Lemke's algorithm.
Abstract: In this chapter, we study various mathematical programming problems in a common framework known as linear complementarity problem. Solving a linear complementarity problem depends on the properties of its underlying matrix class. In this chapter, we discuss matrix theoretic properties of some recent matrix classes encountered in linear complementarity literature and its processability using Lemke’s algorithm.
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18 Feb 1992
TL;DR: In this article, the authors present an overview of existing and multiplicity of degree theory and propose pivoting methods and iterative methods for degree analysis, including sensitivity and stability analysis.
Abstract: Introduction. Background. Existence and Multiplicity. Pivoting Methods. Iterative Methods. Geometry and Degree Theory. Sensitivity and Stability Analysis. Chapter Notes and References. Bibliography. Index.
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TL;DR: An algebraic proof of the existence of equilibrium points for two-person non-zero-sum games is given in this paper, leading to an efficient scheme for computing an equilibrium point, which is valid for any ordered field.
Abstract: An algebraic proof is given of the existence of equilibrium points for bimatrix (or two-person, non-zero-sum) games. The proof is constructive, leading to an efficient scheme for computing an equilibrium point. In a nondegenerate case, the number of equilibrium points is finite and odd. The proof is valid for any ordered field.
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TL;DR: The goal of this documentation is to summarize the essential applications of the nonlinear complementarity problem known to date, to provide a basis for the continued research on the non linear complementarityproblem, and to supply a broad collection of realistic complementarity problems for use in algorithmic experimentation and other studies.
Abstract: This paper gives an extensive documentation of applications of finite-dimensional nonlinear complementarity problems in engineering and equilibrium modeling. For most applications, we describe the problem briefly, state the defining equations of the model, and give functional expressions for the complementarity formulations. The goal of this documentation is threefold: (i) to summarize the essential applications of the nonlinear complementarity problem known to date, (ii) to provide a basis for the continued research on the nonlinear complementarity problem, and (iii) to supply a broad collection of realistic complementarity problems for use in algorithmic experimentation and other studies.
1,016 citations
TL;DR: In this paper, simple constructive proofs are given of solutions to the matric matric system Mz − ω = q; z ≧ 0; ω ≧ 1; zT = 0, for various kinds of data M, q, which embrace quadratic programming and the problem of finding equilibrium points of bimatrix games.
Abstract: Some simple constructive proofs are given of solutions to the matric system Mz − ω = q; z ≧ 0; ω ≧ 0; and zT ω = 0, for various kinds of data M, q, which embrace the quadratic programming problem and the problem of finding equilibrium points of bimatrix games. The general scheme is, assuming non-degeneracy, to generate an adjacent extreme point path leading to a solution. The scheme does not require that some functional be reduced.
966 citations