نتایج جستجو برای: linear complementarity problems

تعداد نتایج: 1025696  

2017
R. Balaji T. Parthasarathy

The Q-property of a multiplicative transformation AXAT in semidefinite linear complementarity problems is characterized when A is normal.

2017
Li-Tao Zhang Guohui Zhao

In 2013, Bai and Zhang constructed modulus-based synchronous multisplitting methods for linear complementarity problems and analyzed the corresponding convergence. In 2014, Zhang and Li studied the weaker convergence results based on linear complementarity problems. In 2008, Zhang et al. presented global relaxed non-stationary multisplitting multi-parameter method by introducing some parameters...

2003
C. W. OOSTERLEE

We discuss a nonlinear multigrid method for a linear complementarity problem. The convergence is improved by a recombination of iterants. The problem under consideration deals with option pricing from mathematical finance. Linear complementarity problems arise from so-called American-style options. A 2D convectiondiffusion type operator is discretized with the help of second order upwind discre...

2016
Bin Yu John E. Mitchell Jong-Shi Pang

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a modeling paradigm for a broad collection of problems, including bilevel programs, Stackelberg games, inverse quadratic programs, and problems involving equilibrium...

2005
Yoshihiro Kanno João A.C. Martins António Pinto da Costa

A unified formulation as well as numerical approach is presented both for the twoand three-dimensional incremental quasi-static problems with unilateral frictional contact. Under the assumptions of small rotations and small strains, a Second-Order Cone Linear Complementarity Problem (SOCLCP) is formulated, which consists of complementarity conditions defined by the bilinear functions and the se...

2004
Y. Kanno A. Pinto da Costa

A unified formulation and a numerical approach are presented for twoand three-dimensional incremental quasi-static problems with unilateral frictional contact. Under the assumptions of small rotations and small strains, a Second-Order Cone Linear Complementarity Problem (SOCLCP) is formulated, which consists of complementarity conditions defined by bilinear functions and second-order cone const...

2004
Y. Kanno J. A. C. Martins A. Pinto da Costa

A new formulation is presented for the three-dimensional incremental quasi-static problems with unilateral frictional contact. Under the assumptions of small rotations and small strains, a second-order cone linear complementarity problem is formulated, which consists of complementarity conditions defined by bilinear functions and second-order cone constraints. The equilibrium configurations are...

2007
R. BALAJI

The Q-property of a multiplicative transformation AXAT in semidefinite linear complementarity problems is characterized when A is normal.

Journal: :Comp. Opt. and Appl. 1999
Mikhail V. Solodov

We consider the extended linear complementarity problem (XLCP) introduced by Mangasarian and Pang [22], of which the horizontal and vertical linear complementarity problems are two special cases. We give some new sufficient conditions for every stationary point of the natural bilinear program associated with XLCP to be a solution of XLCP. We further propose some unconstrained and bound constrai...

Journal: :Numerische Mathematik 1999
Götz Alefeld Xiaojun Chen Florian A. Potra

This paper proposes a validation method for solutions of linear complementarity problems. The validation procedure consists of two sufficient conditions that can be tested on a digital computer. If the first condition is satisfied then a given multidimensional interval centered at an approximate solution of the problem is guaranteed to contain an exact solution. If the second condition is satis...

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