Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems (Q2866190)

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Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems
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    Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems (English)
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    13 December 2013
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    linear complementarity problem
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    quadratic programming
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    iterative methods
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    matrix splitting
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    two-phase methods
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    fixed-point iteration
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    projected search
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    algorithms
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    global convergence
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    numerical experiments
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    American options pricing
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