Search Results - subject:"Linear complementarity"

ADI schemes for pricing American options under the Heston model

Haentjens, Tinne; Hout, Karel J. in 't - In: Applied mathematical finance 22 (2015) 3/4, pp. 207-237

Persistent link: https://www.econbiz.de/10011436200

Certificates of optimality for minimum norm biproportional apportionments

Serafini, Paolo - In: Social choice and welfare 44 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011376633

The linear complementarity problems with a few variables per constraint

Sumita, Hanna; Kakimura, Naonori; Makino, Kazuhisa - In: Mathematics of operations research 40 (2015) 4, pp. 1015-1026

Persistent link: https://www.econbiz.de/10011409039

Interior-point algorithms for <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$P_{*}(\kappa )$$</EquationSource> </InlineEquation>-LCP based on a new class of kernel functions

Lee, Yong-Hoon; Cho, You-Young; Cho, Gyeong-Mi - In: Journal of Global Optimization 58 (2014) 1, pp. 137-149

="TEX">$$P_* (\kappa )$$</EquationSource> </InlineEquation>-linear complementarity problem based on a new class of kernel functions. New …

Persistent link: https://www.econbiz.de/10010994121

Continuum modeling of park-and-ride services considering travel time reliability and heterogeneous commuters – A linear complementarity system approach

Du, Bo; Wang, David Z.W. - In: Transportation Research Part E: Logistics and … 71 (2014) C, pp. 58-81

rail transit are subject to congestion effects. Eventually, the equilibrium multimodal choice is modeled into a linear … complementarity system and appropriate solution method is proposed to obtain the spatial equilibrium pattern along the corridor …

Persistent link: https://www.econbiz.de/10011077139

Continuum modeling of park-and-ride services considering travel time reliability and heterogeneous commuters : a linear complementarity system approach

Du, Bo; Wang, Zhiwei David - In: Transportation research / E : an international journal 71 (2014), pp. 58-81

Persistent link: https://www.econbiz.de/10010439543

GIS-based biomass resource utilization for rice straw cofiring in the Taiwanese power market

Hu, Ming-Che; Huang, An-Lei; Wen, Tzai-Hung - In: Energy 55 (2013) C, pp. 354-360

increasing the use of renewable energy, decreasing the fuel cost, and lowering greenhouse gas emissions. We established a linear … complementarity model to simulate the power market equilibrium with cofiring systems in Taiwan. GIS-based analysis was then used to …

Persistent link: https://www.econbiz.de/10010807250

ON FULLY SEMIMONOTONE MATRICES

MURTHY, G. S. R.; PARTHASARATHY, T.; SRIDHAR, R. - In: International Game Theory Review (IGTR) 15 (2013) 04, pp. 1340036-1

The class of fully semimonotone matrices is well known in the study of the linear complementarity problem. Stone [(1981 …

Persistent link: https://www.econbiz.de/10010711592

On fully semimonotone matrices

Murthy, G. S. R.; Parthasarathy, Thiruvenkatachari; … - In: International game theory review 15 (2013) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10010255120

On linear programs with linear complementarity constraints

Hu, Jing; Mitchell, John; Pang, Jong-Shi; Yu, Bin - In: Journal of Global Optimization 53 (2012) 1, pp. 29-51

Persistent link: https://www.econbiz.de/10010896420