A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems

DOI10.1016/0305-0548(94)90106-6zbMath0802.90106OpenAlexW2048584787MaRDI QIDQ1321811

F. M. Pires, Joaquim Joao Júdice

Publication date: 26 May 1994

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(94)90106-6

zbMATH Keywords

block principal pivoting algorithmstrictly monotone linear complementarity problems

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (17)

A family of second-order methods for convex \(\ell _1\)-regularized optimization ⋮ An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems ⋮ The reduced order method for solving the linear complementarity problem with an \(M\)-matrix ⋮ A Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple Bounds ⋮ Regularization of inverse problems via box constrained minimization ⋮ Optimal non-negative forecast reconciliation ⋮ Error estimates for the approximation of some unilateral problems ⋮ Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem ⋮ A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem ⋮ Algorithms for nonnegative matrix and tensor factorizations: a unified view based on block coordinate descent framework ⋮ A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix ⋮ Splitting methods for the Eigenvalue Complementarity Problem ⋮ On the convergence of the block principal pivotal algorithm for the LCP ⋮ The block principal pivoting algorithm for the linear complementarity problem with an \(M\)-matrix ⋮ An alternating direction method of multipliers for the eigenvalue complementarity problem ⋮ A class of mathematical programs with equilibrium constraints: a smooth algorithm and applications to contact problems ⋮ Revisiting augmented Lagrangian duals

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