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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
Citations
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Journal ArticleDOI
Modulus-based matrix splitting algorithms for the quasi-complementarity problems
Shi-Liang Wu,Peng Guo +1 more
TL;DR: The convergence analysis of the proposed modulus-based matrix splitting iteration methods for the quasi-complementarity problems is discussed and numerical experiments show that the proposed methods are efficient.
Book ChapterDOI
Mathematical Programs with Equilibrium Constraints: Theory and Numerical Methods
TL;DR: In this paper, the main attention is paid to necessary optimality conditions and methods to the numerical solution of such problems, where a generalized equation (modeling an equilibrium) arises among the constraints.
Dissertation
Analyse numérique des options américaines dans un modèle de diffusion avec sauts
TL;DR: Glowinsky, Glowinsky, J.L. Tremolieres et al. as discussed by the authors present a methode de calcul du prix du put americain fonde sur les inequations variationnelles (I.V.).
Proceedings Article
Fast Active-set-type Algorithms for L1-regularized Linear Regression
Jingu Kim,Haesun Park +1 more
TL;DR: A fast active-set-type method, called block principal pivoting, that accelerates computation by allowing exchanges of several variables among working sets by showing a relationship between l1-regularized linear regression and the linear complementarity problem with bounds.
Journal ArticleDOI
Applications of Degree Theory to Linear Complementarity Problems
TL;DR: The stability of an LCP corresponding to a P0-matrix at an isolated solution is proved and the same degree formula of Stewart is used to describe the number of solutions of LCPM, q when M is a negative almost N-Matrix.