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Linear complementarity, linear and nonlinear programming
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The article was published on 1988-01-01 and is currently open access. It has received 1012 citations till now. The article focuses on the topics: Mixed complementarity problem & Complementarity theory.read more
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The General Modulus-based Jacobi Iteration Method for Linear Complementarity Problems
Ximing Fang,Cai-Min Wei +1 more
TL;DR: In this paper, the general modulus Jacobi method and its convergence property were established, and the domain and the optimum value of the parameter were presented in one special situation, and numerical results show that this method is superior to some other modulus methods in computing efficiency and feasible aspects in some situations.
Journal ArticleDOI
Modulus-based successive overrelaxation method for pricing american options
Ning Zheng,Jun-Feng Yin +1 more
TL;DR: In this paper, the convergence of the modulus-based successive overrelaxation method for the linear complementarity problem from discretization of Black-Scholes American option model is analyzed.
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Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems
Jan Kleinert,Bernd Simeon +1 more
TL;DR: A summarizing view at differential-algebraic equations (DAEs) is presented and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class.
Coupled principles for computational frictional contact mechanics
Dinesh K. Pai,Danny M. Kaufman +1 more
TL;DR: In this article, a Coupled Principles formulation of discrete, time-continuous frictional contact is developed in depth, which is then applied as the basis for deriving time-discrete variational integrators that pose the discrete contact problem as a system of coupled minimizations.
Journal ArticleDOI
New error bounds for linear complementarity problems of weakly chained diagonally dominant B-matrices
Deshu Sun,Feng Wang +1 more
TL;DR: In this paper, error bounds for linear complementarity problems are obtained when the involved matrices are weakly chained diagonally dominant B-matrices and numerical examples are given to show the effectiveness of the proposed bounds.