On the solution of large, structured linear complementarity problems: The tridiagonal case

DOI10.1007/BF01448184zbMath0375.90048MaRDI QIDQ1245772

Richard W. Cottle, Richard S. Sacher

Publication date: 1977

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Numerical integration (65D30)

Related Items (24)

Improving projected successive overrelaxation method for linear complementarity problems ⋮ Convergence of SSOR methods for linear complementarity problems ⋮ Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods ⋮ On tridiagonal linear complementarity problems ⋮ An inexact alternating direction method of multipliers for the solution of linear complementarity problems arising from free boundary problems ⋮ The reduced order method for solving the linear complementarity problem with an \(M\)-matrix ⋮ Two-Step Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems ⋮ A polynomial-time algorithm for the tridiagonal and Hessenberg P-matrix linear complementarity problem ⋮ A generalized conjugate gradient algorithm for solving a class of quadratic programming problems ⋮ Matrices and the linear complementarity problem ⋮ Estimating ordered parameters by linear programming ⋮ Newton's method for linear complementarity problems ⋮ Linear complementarity problems solvable by A single linear program ⋮ Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems ⋮ A multiplicative multisplitting method for solving the linear complementarity problem ⋮ AN ENCLOSURE METHOD FOR FREE BOUNDARY PROBLEMS BASED ON A LINEAR COMPLEMENTARITY PROBLEM WITH INTERVAL DATA^* ⋮ Tridiagonal matrices with dominant diagonals and applications ⋮ On the solution of large, structured linear complementarity problems: the block partitioned case ⋮ Hidden Z-matrices with positive principal minors ⋮ Variational inequalities and the pricing of American options ⋮ The block principal pivoting algorithm for the linear complementarity problem with an \(M\)-matrix ⋮ A multilevel iterative method for symmetric, positive definite linear complementarity problems ⋮ Convex spline interpolants with minimal curvature ⋮ An alternating direction implicit algorithm for the solution of linear complementarity problems arising from free boundary problems

Cites Work

• Complementary pivot theory of mathematical programming
• The solution of a quadratic programming problem using fast methods to solve systems of linear equations
• The general quadratic optimization problem
• Equilibrium Points of Bimatrix Games
• Nonlinear Programs with Positively Bounded Jacobians
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
• The Method of Christopherson for Solving Free Boundary Problems for Infinite Journal Bearings by Means of Finite Differences
• THE NUMERICAL SOLUTION OF REYNOLDS‘ EQUATION FOR A JOURNAL BEARING
• Monotone solutions of the parametric linear complementarity problem
• A Partition Theorem for Euclidean n-Space
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