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  • Search: subject:"Linear Complementarity Problem"
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Year of publication
Subject
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Linear complementarity problem 22 Mathematical programming 19 Mathematische Optimierung 19 Theorie 16 Theory 16 linear complementarity problem 15 occasionally binding constraints 8 zero lower bound 8 Low-interest-rate policy 7 Niedrigzinspolitik 6 DSGE 5 Neoclassical synthesis 5 Neoklassische Synthese 5 Option pricing theory 5 Optionspreistheorie 5 existence 5 price targeting 5 uniqueness 5 Algorithm 4 Algorithmus 4 DSGE model 4 Game theory 4 Rational expectations 4 Rationale Erwartung 4 Schock 4 Shock 4 Spieltheorie 4 American option pricing 3 DSGE-Modell 3 Equilibrium model 3 Gleichgewichtsmodell 3 Inflation 3 Linear Complementarity Problem 3 Macroeconomic model 3 Makroökonomisches Modell 3 Optimal stopping 3 Option trading 3 Optionsgeschäft 3 Stochastic process 3 Stochastischer Prozess 3
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Online availability
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Undetermined 33 Free 14
Type of publication
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Article 36 Book / Working Paper 15
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 Graue Literatur 7 Non-commercial literature 7 Preprint 2 Working Paper 2 Arbeitspapier 1 research-article 1
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Language
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English 30 Undetermined 21
Author
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Holden, Tom D. 8 Das, A. K. 3 Dubey, Dipti 2 Dutta, A. 2 Fukushima, Masao 2 Hessing, Jean-Claude 2 Lange, Rutger-Jan 2 Muroi, Yoshifumi 2 Neogy, S. K. 2 Ralph, Daniel 2 Sturm, J.F. 2 Yamada, Takashi 2 ABBASI, MASUMEH 1 Adelgren, Nathan 1 BIDARD, Christian 1 Bhuruth, Muddun 1 Bidard, Christian 1 Chiang, Y. 1 Cho, Gyeong-Mi 1 Cho, You-Young 1 Coonjobeharry, Radha Krishn 1 Cottle, Richard 1 Dang, Chuangyin 1 Darvay, Zsolt 1 Deepmala 1 Dussault, Jean-Pierre 1 Dutta, Aritra 1 EFFATI, SOHRAB 1 Eberhardt, Bernd 1 El Kahoui, M’hammed 1 Erreygers, Guido 1 Frappier, Mathieu 1 GHOMASHI, ABBAS 1 Ghorui, Debasish 1 Gilbert, Jean Charles 1 Haentjens, Tinne 1 Hamatani, Kenji 1 Hintermüller, M. 1 Hout, Karel J. in 't 1 Hu, Ming 1
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Institution
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Department of Economics, University of Waterloo 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Society for Computational Economics - SCE 1
Published in...
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Computational Optimization and Applications 5 Journal of Global Optimization 4 European journal of operational research : EJOR 3 Opsearch : journal of the Operational Research Society of India 3 Asia-Pacific Journal of Operational Research (APJOR) 2 Operations research letters 2 Applied mathematical finance 1 Asia-Pacific Financial Markets 1 Central European journal of operations research 1 Computational economics 1 Computing in Economics and Finance 2006 1 Discussion paper / Tinbergen Institute 1 Dynamic games and applications : DGA 1 EURO journal on computational optimization 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 EconomiX Working Papers 1 International Game Theory Review (IGTR) 1 International Journal of Energy Sector Management 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International game theory review 1 International game theory review : IGTR 1 International journal of theoretical and applied finance 1 Journal of Economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Networks and Spatial Economics 1 Operational research : an international journal 1 Tinbergen Institute Discussion Paper 1 Working Papers / Department of Economics, University of Waterloo 1
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Source
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ECONIS (ZBW) 25 RePEc 22 EconStor 3 Other ZBW resources 1
Showing 51 - 51 of 51
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Superlinear convergence of an algorithm for monotone linear complementarity problems, when no strictly complementary solution exists
Sturm, J.F. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
A new predictor--corrector interior point algorithm for solving monotone linear complementarity problems (LCP) is proposed, and it is shown to be superlinearly convergent with at least order 1.5, even if the LCP has no strictly complementary solution. Unlike Mizuno's recent algorithm (Mizuno,...
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