scientific article; zbMATH DE number 3312380
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Publication:5592809
zbMATH Open0196.22902MaRDI QIDQ5592809FDOQ5592809
Authors: R. W. Cottle 
Publication date: 1968
Title of this publication is not available (Why is that?)
Cited In (30)
- A new penalty function algorithm for convex quadratic programming
- The general quadratic optimization problem
- Direct algorithms in quadratic programming
- Quadratic programming problems and related linear complementarity problems
- A constructive characterization ofQ o-matrices with nonnegative principal minors
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- Basic-set algorithm for a generalized linear complementarity problem
- The linear complementarity problem, sufficient matrices, and the criss- cross method
- On the solution of large, structured linear complementarity problems: The tridiagonal case
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Positive subdefinite matrices
- An example of a nonregular semimonotone \(Q\)-matrix
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- Large-scale linearly constrained optimization
- On the parametric linear complementarity problem: A generalized solution procedure
- Sign-solvable linear complementarity problems
- Parameterized complexity of sparse linear complementarity problems
- A fast algorithm for solving a class of the linear complementarity problem in a finite number of steps
- Title not available (Why is that?)
- An \((m+1)\)-step iterative method of convergence order \((m+2)\) for linear complementarity problems. An \((m+1)\)-step iterative method for LCPs
- The principal pivoting method revisited
- Boundedness relations for linear constraint sets
- Algorithmic equivalence in quadratic programming. I. A least-distance programming problem
- Total dual integrality of the linear complementarity problem
- Existence theory for the complex linear complementarity problem
- Almost \(P_ 0\)-matrices and the class \(Q\)
- Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's
- Bounds for the solution set of linear complementarity problems
- Solution of the complex linear complementarity problem
- A modified gradient method for finite element elastoplastic analysis by quadratic programming
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