An algorithm for the fast solution of symmetric linear complementarity problems
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- scientific article; zbMATH DE number 2013209
Cites work
- scientific article; zbMATH DE number 107545 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- A New Active Set Algorithm for Box Constrained Optimization
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- Formulating dynamic multi-rigid-body contact problems with friction as solvable linear complementarity problems
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Limited memory solution of bound constrained convex quadratic problems arising in video games
- Newton's Method for Large Bound-Constrained Optimization Problems
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- On the Identification of Active Constraints
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Cited in
(10)- On the solution of complementarity problems arising in American options pricing
- An RLT approach for solving the binary-constrained mixed linear complementarity problem
- A Gauss-Seidel type solver for the fast computation of input-constrained control systems
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options
- Parallel two-grid semismooth Newton-Krylov-Schwarz method for nonlinear complementarity problems
- A framework for multivariable algebraic loops in linear anti-windup implementations
- Fundamental domains for symmetric optimization: construction and search
- An efficient algorithm for the symmetric principal minor assignment problem
- Using spectral element method to solve variational inequalities with applications in finance
- A Krylov subspace method for large-scale second-order cone linear complementarity problem
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