A Mathematical Program with Linear Complementarity Constraints (MPLCC) is an optimization problem where a continuously differentiable function is minimized on a set defined by linear constraints and complementarity conditions on pairs of complementary variables. This problem finds many applications in several areas of science, engineering and economics and is also an important tool for the solu...

Continuity of the value martingale optimal transport problem on real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer (2019) Wiesel (2019). We present a new perspective this result using theory set-valued maps. In particular, results from Beiglböck et al. (2021), we show that set measures with fixed is continuous, i.e., lower- upper hemicontinuous, marginals. M...

This paper addresses a new class of differential variational inequalities that have recently been introduced and investigated in finite dimensions as a new modeling paradigm of variational analysis to treat many applied problems in engineering, operations research, and physical sciences. This new subclass of general differential inclusions unifies ordinary differential equations with possibly d...

We consider a quadratic programming-based method for nonlinear complementarity problems which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection ...

We consider a quadratic programming-based method for nonlinear complementarity problems which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection ...