Implicit solution function of P₀ and Z matrix linear complementarity constraints
DOI10.1007/S10107-009-0291-8zbMATH Open1218.90183OpenAlexW2072477022MaRDI QIDQ543397FDOQ543397
Authors: Shuhuang Xiang, Xiaojun Chen
Publication date: 17 June 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0291-8
Recommendations
- A condition for existence of a solution of implicit linear complementarity problems
- Solution behavior for parametric implicit complementarity problems
- On the nonlinear implicit complementarity problem
- Solvability of implicit complementarity problems
- Solvability of implicit complementarity problems
- Existence of solutions to implicit complementarity problems
- The generalized linear complementarity problem: Least element theory and Z-matrices
- Solution of implicit complementarity problem with a perturbation algorithm
- A system of nonlinear implicit complementarity problems
- Minimal zero norm solutions of linear complementarity problems
linear complementarity problemPerron-Frobenius theoremregularization techniqueP\(_{0}\)-matrixZ-matrix
Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Convex Analysis
- Title not available (Why is that?)
- Perturbation Bounds of P-Matrix Linear Complementarity Problems
- Title not available (Why is that?)
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- On the Global Solution of Linear Programs with Linear Complementarity Constraints
- Engineering and Economic Applications of Complementarity Problems
- A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
- Differential variational inequalities
- Computation of error bounds for P-matrix linear complementarity problems
- Implicit smoothing and its application to optimization with piecewise smooth equality constraints
- A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Optimality Conditions for Optimization Problems with Complementarity Constraints
- Non-zenoness of a class of differential quasi-variational inequalities
- A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization
- A smoothing method for a mathematical program with P-matrix linear complementarity constraints
- Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
- AN ENCLOSURE METHOD FOR FREE BOUNDARY PROBLEMS BASED ON A LINEAR COMPLEMENTARITY PROBLEM WITH INTERVAL DATA*
Cited In (9)
- A smoothing trust region filter algorithm for nonsmooth least squares problems
- Differential variational inequality approach to dynamic games with shared constraints
- Sparse solutions of linear complementarity problems
- Continuous Selections of Solutions to Parametric Variational Inequalities
- Newton iterations in implicit time-stepping scheme for differential linear complementarity systems
- ZFD formula \(4\mathrm{I}g\mathrm{SFD}\_\mathrm{Y}\) applied to future minimization
- Finding the Least Element of a Nonnegative Solution Set of a Class of Polynomial Inequalities
- A generalized Newton method for a class of discrete-time linear complementarity systems
- The nonnegative zero-norm minimization under generalized \(Z\)-matrix measurement
This page was built for publication: Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q543397)