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The P-Matrix Linear Complementarity Problem

Large update interior point algorithm for P∗ linear complementarity problem

Large update interior point algorithm for P∗ linear complementarity problem

... 12. Wang, GQ, Bai, YQ: A class of polynomial interior-point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones. J. Optim. Theory Appl. 152, ...

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On the preconditioned GAOR method for a linear complementarity problem with an M matrix

On the preconditioned GAOR method for a linear complementarity problem with an M matrix

... The outline of the rest of the paper is as follows. In Sect. 2, some preliminaries about the projected method are reviewed, and the new preconditioner for preconditioned GAOR method is introduced. Convergence analysis is ...

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A Quadratically Convergent   Interior-Point Algorithm for the P*(κ)-Matrix Horizontal 
Linear Complementarity Problem

A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem

... 4. Numerical Results In this section we present some numerical results. We solve the following P * (0) (monotone) linear complementarity problems, so R = -I , using the algorithm in Figure 1. The ...

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Modulus Based Matrix Splitting Iteration Methods for a Class of Stochastic Linear Complementarity Problem

Modulus Based Matrix Splitting Iteration Methods for a Class of Stochastic Linear Complementarity Problem

... stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration ...coefficient matrix is a positive definite matrix or a positive semi-definite ...

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Copositivity tests based on the linear complementarity problem

Copositivity tests based on the linear complementarity problem

... a matrix on copositivity one could also directly apply a global optimization solver, as for instance BARON, to the quadratic optimization problem mentioned ...with linear complementarity ...

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A two level domain decomposition algorithm for linear complementarity problem

A two level domain decomposition algorithm for linear complementarity problem

... where F(u) = Au + b, A is an M-matrix, b ∈ R n is a given vector. LCP is a wide class of problems and has many applications in such fields as physics, optimum control, economics, etc. As a result of their broad ...

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Multigrid Method for Linear Complementarity Problem and Its Implementation on GPU

Multigrid Method for Linear Complementarity Problem and Its Implementation on GPU

... on matrix coloring and works well with sparse ...test matrix is symmetric and penta-diagonal these properties are only used during creation of transition operators and coarser system matrices, main ...

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An Interval Matrix Based Generalized Newton Method for Linear Complementarity Problems

An Interval Matrix Based Generalized Newton Method for Linear Complementarity Problems

... interval matrix. We propose a generalized Newton method for solving the linear complementarity problem with the regular interval matrix based on the nonlinear penalized ...

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Solution of Bimatrix Games with Interval Data Using Linear Complementarity Problem

Solution of Bimatrix Games with Interval Data Using Linear Complementarity Problem

... Let M be a given square matrix of order n and q a column vector in R n . Throughout this paper we will use the symbols w w 1 , 2 ,..., w and z z n 1 , ,..., 2 z n to denote the variable in the problem. In ...

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A Direct Algorithm for the Vertical Generalized Complementarity Problem Associated with P Matrices

A Direct Algorithm for the Vertical Generalized Complementarity Problem Associated with P Matrices

... generalized linear complementarity Problem is very general and useful; and it can be applied to many problems in engineering, science, and ...of linear equations, the eigenvalue ...

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Multiparametric Linear Complementarity Problems

Multiparametric Linear Complementarity Problems

... multi–parametric linear comple- mentarity problem (pLCP), which is defined by a positive semi–definite ...matrix. Linear complementarity problems are considered fundamental and have ...

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Research Article A Fast Algorithm for Solving a Class of the Linear Complementarity Problem in a Finite Number of Steps

Research Article A Fast Algorithm for Solving a Class of the Linear Complementarity Problem in a Finite Number of Steps

... a linear complementarity problem solution associ- ated with any matrix and ...the matrix and the vector does this type of problem admit a solution, and if it exists, what are the ...

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A generalized Newton method of high order convergence for solving the large scale linear complementarity problem

A generalized Newton method of high order convergence for solving the large scale linear complementarity problem

... large-scale linear complementarity problem, which make full use of the superiority of the second-order convergence rate of the classical New- ton ...the matrix A of the linear ...

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Multisplitting Iterative Methods with General Weighting Matrices for Solving Symmetric Positive Linear Complementarity Problem

Multisplitting Iterative Methods with General Weighting Matrices for Solving Symmetric Positive Linear Complementarity Problem

... definite linear complementarity problem, which is a powerful alternative for solving the large sparse linear complementarity ...be P-regular splitting and all the others can be ...

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Full Newton Step Interior Point Method for Linear Complementarity Problem Over Symmetric Cones

Full Newton Step Interior Point Method for Linear Complementarity Problem Over Symmetric Cones

... s = M z + q, s T z = 0, s, z ∈ R 2n + . (1.11) Example 1.3.2. Bimatrix games. Consider a game with two players, with n and m pure strategical choices respec- tively.Their losses a reflected in matrix A for the ...

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INTERIOR-POINT METHODS FOR $P_{*}(\kappa)$-LINEAR COMPLEMENTARITY PROBLEM BASED ON GENERALIZED TRIGONOMETRIC BARRIER FUNCTION

INTERIOR-POINT METHODS FOR $P_{*}(\kappa)$-LINEAR COMPLEMENTARITY PROBLEM BASED ON GENERALIZED TRIGONOMETRIC BARRIER FUNCTION

... Finally, for x ∈ R n , X = diag (x) is the diagonal matrix from vector x, and J = { 1, 2, ..., n } is the index set. This paper is organized as follows. In Section 2 we recall basic concepts and the notion of the ...

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Inverse eigenvalue problems for linear complementarity systems

Inverse eigenvalue problems for linear complementarity systems

... can be used to produce a matrix A ∈ M n admitting the elements of Ξ as Pareto eigenpairs. We would like to know if A is unique and, if that is the case, how to find such a matrix. This is what we call an ...

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A New Ranking Approach on Fuzzy Complementarity Problem

A New Ranking Approach on Fuzzy Complementarity Problem

... sub problem solved. Every sub problem is the linear complementarity problem defined by a leading principal minor of the matrix ...

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An improved error bound for linear complementarity problems for B matrices

An improved error bound for linear complementarity problems for B matrices

... the linear complementarity problem when the matrix involved is a B-matrix is presented, which improves the corresponding result in (Li et ...J. Linear Algebra 31(1):476-484, ...

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The   Dynamics of Rigid-Viscoplastic Structures as a Linear Complementarity Problem

The Dynamics of Rigid-Viscoplastic Structures as a Linear Complementarity Problem

... It is shown the importance of introducing viscoplasticity effects in the rigid-plastic dynamic analysis since the strain rate sensitivity reduces considerably the dur[r] ...

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