نتایج جستجو برای: monotone linear complementarity problem

تعداد نتایج: 1293150  

2007
Roman Sznajder M. Seetharama Gowda

This paper investigates the Lipschitz continuity of the solution map in the settings of horizontal, vertical, and mixed linear complementarity problems. In each of these cases, we show that the solution map is (globally) Lipschitzian if and only if the solution map is single-valued. These generalize a similar result of Murthy, Parthasarathy, and Sabatini proved in the LCP setting.

1997
Christian Kanzow

We present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementar-ity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing method...

2013
Yuzhu Diao

In this paper, we extended the result about the error estimation for linear complementarity problem to the extended linear complementarity problem (ELCP) in management equilibrium modeling. More precisely, we first present that the level set of a computable residual function is bounded, and give error estimation in level set. Based on this, we use this residual function to establish a global er...

2001
PROBLEMSYUN - BIN ZHAO DUAN LI

Most known continuation methods for P 0 complementarity problems require some restrictive assumptions, such as the strictly feasible condition and a properness condition, to guarantee the existence and the boundedness of certain homotopy continuation trajectory. To relax such restrictions, we propose in this paper a new homotopy formulation for the complementarity problem based on which a new h...

2009
Chee-Khian Sim

Interior point method (IPM) defines a search direction at each interior point of a region. These search directions form a direction field which in turn gives rise to a system of ordinary differential equations (ODEs). The solutions of the system of ODEs can be viewed as underlying paths in the interior of the region. In [31], these off-central paths are shown to be well-defined analytic curves ...

Journal: :SIAM Journal on Optimization 2011
Chee-Khian Sim

An interior point method (IPM) defines a search direction at each interior point of a region. These search directions form a direction field which in turn gives rise to a system of ordinary differential equations (ODEs). The solutions of the system of ODEs can be viewed as underlying paths in the interior of the region. In [C.-K. Sim and G. Zhao, Math. Program. Ser. A, 110 (2007), pp. 475–499],...

Journal: :Computers & Mathematics with Applications 2010
Mohammad S. R. Chowdhury Kok-Keong Tan

In this paper, the authors prove some existence results of solutions for a new class of generalized bi-quasi-variational inequalities (GBQVI) for quasi-pseudo-monotone type I operators in non-compact settings in locally convex Hausdorff topological vector spaces. In obtaining these results on GBQVI for quasi-pseudo-monotone type I operators in non-compact settings, we shall use the concept of e...

Journal: :journal of sciences, islamic republic of iran 2012
h. mansouri

in this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (hlcps). the algorithm uses only full-newton steps which has the advantage that no line searchs are needed. moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.

Journal: :SIAM Journal on Optimization 1999
Christian Kanzow Heiko Pieper

We present a new algorithm for the solution of general (not necessarily monotone) complementarity problems. The algorithm is based on a reformulation of the complementarity problem as a nonsmooth system of equations by using the Fischer-Burmeister function. We use an idea by Chen, Qi and Sun and apply a Jacobian smoothing method (which is a mixture between nonsmooth Newton and smoothing methods...

Journal: :Numerische Mathematik 2001
Christian Kanzow

We introduce a new algorithm for the solution of the mixed complementarity problem (MCP) which has stronger properties than most existing methods. In fact, typical solution methods for the MCP either generate feasible iterates but have to solve relatively complicated subproblems (like quadratic programs or linear complementarity problems), or they have relatively simple subproblems (like linear...

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