The Linear Complementarity Problem (Computer Science and Scientific Computing)

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Existence and Multiplicity. Pivoting Methods. Iterative Methods. Geometry and Degree Theory. Sensitivity and Stability Analysis. Back Matter. Banner art adapted from a figure by Hinke M. Front Matter pp. Introduction pp. Background pp. Existence and Multiplicity pp. Pivoting Methods pp.

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Iterative Methods pp. Geometry and Degree Theory pp. Sensitivity and Stability Analysis pp. Noma, and A. A unified approach to interior-point algorithms for linear complementarity problems. Kojima, S. Mizuno, and A. A polynomial time algorithm for a class of linear complementarity problems. Block pivoting methods for solving the complementarity problem.

Direct Algorithms for Complementarity Problems. On complementary pivot theory. Lin and C. An alternating direction implicit algorithm for the solution of linear complementarity problems arising from free boundary problems. Lin and J. Iterative methods for large convex quadratic programs: a survey. Luo and P. On the convergence of a splitting algorithm for the symmetric monotone linear complementarity problem. Lustig, R. Marsten, and D. Equivalence of the complementarity problem to a system of nonlinear equations.

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Linear complementarity problems solvable by a single linear program. Simplified characterizations of linear complementarity problems solvable as linear programs. Solution of symmetric linear complementarity problems by iterative methods. On the implementation of a primal-dual interior-point method.

Mizuno, M. Kojima, and M. Infeasible interior-point primal-dual potential-reduction algorithms for linear programming. On the simplex method and a class of complementarity problems. Algorithms for bound constrained quadratic programming problems. On the solution of large quadratic programming problems with bound constraints. Linear Complementarity, Linear and Nonlinear Programming.

Linear Programming. Note on a Bard-type scheme for solving the complementarity problem. Network Economics: a Variational Inequality Approach. A generalized conjugate-gradient algorithm for solving a class of quadratic programming problems. On a class of least-element complementarity problems. Pang and L. Linear complementarity problems solvable by a polynomial bounded pivoting algorithm. Pang, I. Kaneko, and W. On the solution of some parametric linear complementarity problems with application to portfolio analysis, structural engineering and graduation.

Pang and S. A parametric linear complementarity technique for the computation of equilibrium prices in a single commodity spatial model. Linear complementarity problems solvable by integer programming. Pardalos and J. Global Optimization: Algorithms and Applications. Global optimization approach to the linear complementarity problem. Pardalos and Y. The general linear complementarity problem.

Pardalos, Y. Ye, and C. An interior-point algorithm for large-scale quadratic problems with box constraints.

The Linear Complementarity Problem - Richard Cottle, Jong-Shi Pang, Richard E. Stone - Google книги

Ye, C. Han, and J. Solution of P o -matrix linear complementarity problems using a potential reduction algorithm. Monotone Linear Complementarity Problems. PhD thesis, University of Algarve, Portugal, Ramarao and C. Application of disjunctive programming to the linear complementarity problem. Computational experience with logarithmic barrier methods for linear and nonlinear complementarity problems. Talman and L. Van der Heyden.

A Journal of Mathematical Programming and Operations Research

Algorithms for the linear complementarity problem which allow an arbitrary starting point. Eaves, F. Gould, H. Peitgen, and M.

Linear Complementarity LCP part II

These two approaches make good use of the special structure contained in the SOCLCP and can be effectively combined to yield a fast and efficient bisection-Newton method. Numerical testing is carried out and very encouraging computational experiments are reported. References [Enhancements On Off] What's this? Methods Softw. Burke and Song Xu , The global linear convergence of a noninterior path-following algorithm for linear complementarity problems , Math. Chen , L.

Qi , and D. Sun , Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities , Math. Chen , D. Sun , and J.

Additional information

Sun , Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems , Comput. A tribute to Elijah Lucien Polak.

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  5. B, — Golub and Charles F. Van Loan , Matrix computations , 3rd ed. MR [10] M. A, — Seetharama Gowda and R. Sznajder , Some global uniqueness and solvability results for linear complementarity problems over symmetric cones , SIAM J. Seetharama Gowda , Roman Sznajder , and J. Matrix Anal. Kojima , N. Megiddo , T. Noma , and A.