Open AccessBook
Linear complementarity, linear and nonlinear programming
About:
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
Citations
More filters
Journal ArticleDOI
An improved error bound for linear complementarity problems for B-matrices.
Lei Gao,Chaoqian Li +1 more
TL;DR: 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.
Journal ArticleDOI
Cone of recession and unboundedness of convex functions
TL;DR: The focus is on investigating the properties of the vectors in the cone of recession 0+f of f(x) which are related to the unboundedness of the function.
Journal ArticleDOI
A note on composite concave quadratic programming
TL;DR: The proposed pivotal-based algorithm for the global minimization of composite concave quadratic functions subject to linear constraints is presented and it is shown that certain subclasses of this family yield easy-to-solve line search subproblems.
Journal ArticleDOI
A generalized linear exchange model
TL;DR: In this paper, the linear exchange model is studied in which alongside the consumers there are firms minimizing expenses to guarantee some minimal level of the total cost of production, and a finite algorithm for finding an equilibrium is proposed and justified in the case of the fixed budgets of consumers.
Journal ArticleDOI
Hyper sensitivity analysis of portfolio optimization problems
TL;DR: In this article, Composite Concave Programming is used to perform hyper sensitivity analysis in the area of portfolio optimization problems, where the sensitivity analysis is conducted with respect to functions rather than numeric values.