Linear complementarity, linear and nonlinear programming
Citations
28 citations
28 citations
Cites background or methods from "Linear complementarity, linear and ..."
..., the linear and quadratic programming, the economies with institutional restrictions upon prices, the optimal stopping in Markov chain, and the free boundary problems; see [1,2] for details....
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...It is known from [2] that the linear complementarity problem LCP(M, q) is completely equivalent to solving the nonlinear equation F(x) = 0, (3) where F is a function from Rn into itself defined by F(x) := (M + I)x + (M − I)|x| + q....
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...By equivalently reformulating (3) as an implicit fixed-point equation, Murty presented a modulus iteration method in [2], which was defined as the solution of a system of linear equations at each iteration....
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28 citations
Cites background from "Linear complementarity, linear and ..."
...The Linear Complementarity Problem (LCP) is one of the fundamental problems in optimization and mathematical programming [1]....
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...For more details, see [1, 2] and the references therein....
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28 citations
28 citations