This paper studies the solution of two problems—bound-constrained quadratic programs and linear complementarity problems—by two-phase methods that consist of an active set prediction phase and a subspace phase. The algorithms enjoy favorable convergence properties under weaker assumptions than those assumed for other methods in the literature. The active set prediction phase employs matrix spli...

The globally uniquely solvable (GUS) property of the linear transformation of the linear complementarity problems over symmetric cones has been studied recently by Gowda et al. via the approach of Euclidean Jordan algebra. In this paper, we contribute a new approach to characterizing the GUS property of the linear transformation of the second-order cone linear complementarity problems (SOCLCP) ...

*Correspondence: [email protected] School of Mathematics and Information Science, Baoji University of Arts and Sciences, Baoji, P.R. China Abstract An alternative error bound for linear complementarity problems for BS-matrices is presented. It is shown by numerical examples that the new bound is better than that provided by García-Esnaola and Peña (Appl. Math. Lett. 25(10):1379–1383, 2012) i...

Recently, we have proposed an iterative projection and contraction (PC) method for a class of linear complementarity problems (LCP). The method was showed to be globally convergent, but no statement could be made about the rate of convergence. In this paper, we develop a modified globally linearly convergent PC method for linear complementarity problems. Both the method and the convergence proo...

One-stage stochastic linear complementarity problem (SLCP) is a special case of multi-stage problem, which has important applications in economic engineering and operations management. In this paper, we establish asymptotic analysis results sample-average approximation (SAA) estimator for the SLCP. The normality stochastic-constrained optimization are extended to SLCP model then conditions, ens...

Abstract We propose a new predictor–corrector interior-point algorithm for solving Cartesian symmetric cone horizontal linear complementarity problems, which is not based on usual barrier function. generalize the introduced in Darvay et al. (SIAM J Optim 30:2628–2658, 2020) to problems product of cones. apply algebraically equivalent transformation technique proposed by (Adv Model 5:51–92, 2003...