Search Results - subject:"Linear complementarity"

A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS

WANG, G. Q. - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250015-1

In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem …

Persistent link: https://www.econbiz.de/10011010826

Algorithms for linear programming with linear complementarity constraints

Júdice, Joaquim - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 1, pp. 4-25

Persistent link: https://www.econbiz.de/10010995325

Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints

Hu, Ming; Fukushima, Masao - In: Computational Optimization and Applications 52 (2012) 2, pp. 415-437

Persistent link: https://www.econbiz.de/10010558262

Characterizations for solidness of dual cones with applications

Chiang, Y. - In: Journal of Global Optimization 52 (2012) 1, pp. 79-94

Persistent link: https://www.econbiz.de/10009399894

Recursive Approximation of the High Dimensional max Function

Birbil, Birbil, S.I.; Fang, Fang, S-C.; Frenk, Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), … - 2003

An alternative smoothing method for the high dimensional max function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed....

Persistent link: https://www.econbiz.de/10010731346

Recursive Approximation of the High Dimensional max Function

Birbil, Birbil, S.I.; Fang, Fang, S-C.; Frenk, Frenk, J.B.G. - Faculteit der Economische Wetenschappen, Erasmus … - 2003

Persistent link: https://www.econbiz.de/10010731797

Recursive Approximation of the High Dimensional max Function

Birbil, S.I.; Fang, S-C.; Frenk, J.B.G.; Zhang, S. - Erasmus Research Institute of Management (ERIM), ERIM … - 2003

Persistent link: https://www.econbiz.de/10005288734

Electricity market equilibrium of thermal and wind generating plants in emission trading environment

Xun, Binbin; Wen, Fushuan; Tong, Shulin - In: International Journal of Energy Sector Management 5 (2011) 3, pp. 416-435

clearing and consistency conditions, a mixed linear complementarity problem could be established. Findings – Simulation results …

Persistent link: https://www.econbiz.de/10014773524

A NOVEL RECURRENT NEURAL NETWORK FOR SOLVING MLCPs AND ITS APPLICATION TO LINEAR AND QUADRATIC PROGRAMMING PROBLEMS

EFFATI, SOHRAB; GHOMASHI, ABBAS; ABBASI, MASUMEH - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 04, pp. 523-541

In this paper, we present a recurrent neural network for solving mixed linear complementarity problems (MLCPs) with …

Persistent link: https://www.econbiz.de/10009194098

Pricing American options with uncertain volatility through stochastic linear complementarity models

Hamatani, Kenji; Fukushima, Masao - In: Computational Optimization and Applications 50 (2011) 2, pp. 263-286

Persistent link: https://www.econbiz.de/10009325268