The reduced order method for solving the linear complementarity problem with an \(M\)-matrix

DOI10.1007/s44198-022-00029-wzbMath1497.90202MaRDI QIDQ2172919

Xi-Ming Fang, Jing Li, Zhijun Qiao, Heng-Jun Zhao

Publication date: 19 September 2022

Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s44198-022-00029-w

zbMATH Keywords

solution; linear complementarity problem; \(M\)-matrix; direct method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

65K10: Numerical optimization and variational techniques

90C20: Quadratic programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Two-sweep modulus-based matrix splitting iteration methods for linear complementarity problems
• The solution of the linear complementarity problem by the matrix analogue of the accelerated overrelaxation iterative method
• A fixed point method for the linear complementarity problem arising from American option pricing
• The principal pivoting method revisited
• A modified damped Newton method for linear complementarity problems
• Error bounds for the linear complementarity problem with a P-matrix
• A comparison of error bounds for linear complementarity problems of \(H\)-matrices
• Nonstationary extrapolated modulus algorithms for the solution of the linear complementarity problem
• On the solution of large, structured linear complementarity problems: The tridiagonal case
• Chaotic iterative methods for the linear complementarity problems
• A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems
• Comparison of three classes of algorithms for the solution of the linear complementarity problem with an \(H_+\)-matrix
• A general modulus-based matrix splitting method for linear complementarity problems of \(H\)-matrices
• Computation of error bounds for P-matrix linear complementarity problems
• On the number of solutions to the complementarity problem and spanning properties of complementary cones
• Direct algorithm for the solution of two-sided obstacle problems with M -matrix
• A modified modulus method for symmetric positive-definite linear complementarity problems
• Modulus-based matrix splitting iteration methods for linear complementarity problems
• Direct algorithms to solve the two-sided obstacle problem for anM-matrix
• Perturbation Bounds of P-Matrix Linear Complementarity Problems
• Engineering and Economic Applications of Complementarity Problems
• Iterative methods for linear complementarity problems with upperbounds on primary variables
• Bimatrix Equilibrium Points and Mathematical Programming
• A Principal Pivoting Simplex Algorithm for Linear and Quadratic Programming
• A non-modulus linear method for solving the linear complementarity problem