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  • Search: subject:"Linear complementarity problems"
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Year of publication
Subject
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Newton method 4 Linear complementarity problems 3 linear complementarity problems 3 Entropy function 2 Finite termination 2 Mathematical programming 2 Mathematische Optimierung 2 Robust optimization 2 Smoothing approximation 2 Vertical linear complementarity problems 2 ellipsoidal uncertainty sets 2 entropy function 2 finite termination 2 robust optimization 2 smoothing approximation 2 traffic equilibrium problems 2 vertical linear complementarity problems 2 Absolute value equation 1 Adjustable robustness 1 Allgemeines Gleichgewicht 1 Balinski-Tucker tableaus 1 Competition 1 Decision under uncertainty 1 Electric power industry 1 Electricity 1 Electricity market equilibrium models 1 Elektrizität 1 Elektrizitätswirtschaft 1 Entscheidung unter Unsicherheit 1 Equilibrium theory 1 General equilibrium 1 Gleichgewichtstheorie 1 Market structure 1 Marktstruktur 1 Mixed-integer linear optimization 1 Nash equilibrium 1 Nash-Cournot competition 1 Nash-Gleichgewicht 1 Perfect competition 1 Piecewise linear system 1
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Online availability
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Free 10 CC license 1
Type of publication
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Article 5 Book / Working Paper 5
Type of publication (narrower categories)
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Article 3 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 5 Undetermined 5
Author
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Han, J. 4 Schmidt, Martin 4 Krebs, Vanessa 3 Birbil, Birbil, S.I. 2 Birbil, S.I. 2 Fang, S.-C. 2 Müller, Michael 2 Berkelaar, A.B. 1 Biefel, Christian 1 Fang, Fang, S-C. 1 Fang, S-C. 1 Huang, Huang, Z. 1 Huang, Z. 1 Jansen, B. 1 Kramer, Anja 1 Radons, Manuel 1 Roos, K. 1 Rump, Siegfried M. 1 Terlaky, T. 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1
Published in...
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Econometric Institute Report 2 Optimization Letters 2 ERIM Report Series Research in Management 1 Econometric Institute Research Papers 1 International Transactions in Operational Research 1 International transactions in operational research : a journal of the International Federation of Operational Research Societies 1 Operations research perspectives 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1
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Source
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RePEc 5 EconStor 3 ECONIS (ZBW) 2
Showing 1 - 10 of 10
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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
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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
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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
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Convergence results for some piecewise linear solvers
Radons, Manuel; Rump, Siegfried M. - In: Optimization Letters 16 (2021) 6, pp. 1663-1673
Let A be a real n×n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\times n$$\end{document} matrix and...
Persistent link: https://www.econbiz.de/10014501896
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Strictly and [Gamma]-robust counterparts of electricity market models : perfect competition and Nash-Cournot equilibria
Kramer, Anja; Krebs, Vanessa; Schmidt, Martin - In: Operations research perspectives 8 (2021), pp. 1-16
This paper mainly studies two topics: linear complementarity problems for modeling electricity market equilibria and …
Persistent link: https://www.econbiz.de/10012697234
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On the Finite Termination of An Entropy Function Based Smoothing Newton Method for Vertical Linear Complementarity Problems
Birbil, Birbil, S.I.; Fang, Fang, S-C.; Han, J. - Erasmus Research Institute of Management (ERIM), … - 2002
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the...
Persistent link: https://www.econbiz.de/10010731289
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On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems
Fang, S.-C.; Han, J.; Huang, Huang, Z.; Birbil, Birbil, S.I. - Faculteit der Economische Wetenschappen, Erasmus … - 2002
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the...
Persistent link: https://www.econbiz.de/10010837715
Saved in:
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On the Finite Termination of An Entropy Function Based Smoothing Newton Method for Vertical Linear Complementarity Problems
Birbil, S.I.; Fang, S-C.; Han, J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the...
Persistent link: https://www.econbiz.de/10005288717
Saved in:
Cover Image
On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems
Fang, S.-C.; Han, J.; Huang, Z.; Birbil, S.I. - Erasmus University Rotterdam, Econometric Institute - 2002
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the...
Persistent link: https://www.econbiz.de/10008584713
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Basis- and tripartition identification for quadratic programming and lineair complementary problems; From an interior solution to an optimal basis and viceversa
Berkelaar, A.B.; Jansen, B.; Roos, K.; Terlaky, T. - Erasmus University Rotterdam, Econometric Institute - 1996
Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems … quadratic programming and linear complementarity problems with sufficient matrices. The presented algorithms are based on the …
Persistent link: https://www.econbiz.de/10008584830
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