Search Results - subject:"Complementarity problems"

A Ramsey-type equilibrium model with spatially dispersed agents

Frerick, Leonhard; Müller-Fürstenberger, Georg; … - In: Networks and spatial economics : a journal of … 24 (2024) 4, pp. 869-896

Persistent link: https://www.econbiz.de/10015195252

A Ramsey-Type Equilibrium Model with Spatially Dispersed Agents

Frerick, Leonhard; Müller-Fürstenberger, Georg; … - In: Networks and Spatial Economics 24 (2024) 4, pp. 869-896

We present a spatial and time-continuous Ramsey-type equilibrium model for households and firms that interact on a spatial domain to model labor mobility in the presence of commuting costs. After discretization in space and time, we obtain a mixed complementarity problem that represents the...

Persistent link: https://www.econbiz.de/10015371607

On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems

Biefel, Christian; Schmidt, Martin - In: Optimization Letters 18 (2024) 5, pp. 1303-1311

We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (SIAM J Optim 32 …

Persistent link: https://www.econbiz.de/10015373227

Γ-robust linear complementarity problems with ellipsoidal uncertainty sets

Krebs, Vanessa; Müller, Michael; Schmidt, Martin - In: International transactions in operational research : a … 29 (2022) 1, pp. 417-441

Persistent link: https://www.econbiz.de/10012630758

Complementarity modeling of a Ramsey-Type equilibrium problem with heterogeneous agents

Frerick, Leonhard; Müller-Fürstenberger, Georg; … - In: Computational economics 60 (2022) 3, pp. 1135-1154

Persistent link: https://www.econbiz.de/10013380882

A penalty branch-and-bound method for mixed binary linear complementarity problems

De Santis, Marianna; Vries, Sven de; Schmidt, Martin; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3117-3133

Persistent link: https://www.econbiz.de/10014326634

Operator splitting method to solve the linear complementarity problem for pricing American option : an approximation of error

Yadav, Deepak Kumar; Bhardwaj, Akanksha; Kumar, Alpesh - 2024

Persistent link: https://www.econbiz.de/10015144238

On the number of pivots of Dantzig's simplex methods for linear and convex quadratic programs

Han, Shaoning; Zhang, Xinyao; Pang, Jong-Shi - In: Operations research letters : a journal of INFORMS … 53 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10015049274

Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets

Krebs, Vanessa; Müller, Michael; Schmidt, Martin - In: International Transactions in Operational Research 29 (2021) 1, pp. 417-441

We study uncertain linear complementarity problems (LCPs), that is, problems in which the LCP vector q or the LCP …

Persistent link: https://www.econbiz.de/10014485854

Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents

Frerick, Leonhard; Müller-Fürstenberger, Georg; … - In: Computational Economics 60 (2021) 3, pp. 1135-1154

We contribute to the field of Ramsey-type equilibrium models with heterogeneous agents. To this end, we state such a model in a time-continuous and time-discrete form, which in the latter case leads to a finite-dimensional mixed complementarity problem. We prove the existence of solutions of the...

Persistent link: https://www.econbiz.de/10014501796