The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
From MaRDI portal
Publication:5598830
DOI10.1137/0309028zbMath0201.22202OpenAlexW2054786539MaRDI QIDQ5598830
Publication date: 1971
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: http://digital.library.wisc.edu/1793/57594
Related Items
Improving projected successive overrelaxation method for linear complementarity problems, A generalized Newton method for non-Hermitian positive definite linear complementarity problem, Improved convergence theorems of multisplitting methods for the linear complementarity problem, Sparsity-preserving SOR algorithms for separable quadratic and linear programming, Convergence of SSOR methods for linear complementarity problems, An LP-based successive overrelaxation method for linear complementarity problems, Inexact multisplitting methods for linear complementarity problems, Modulus Methods for Nonnegatively Constrained Image Restoration, The solution of the linear complementarity problem by the matrix analogue of the accelerated overrelaxation iterative method, Remarks on the numerical solution of certain linear complementarity problems, Modulus-based synchronous multisplitting iteration methods for linear complementarity problems, A multisplitting method for symmetric linear complementarity problems, Solution of constrained nonlinear equations in modelling the release of liquified gases, Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem, Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature, Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options, Q-matrices and spherical geometry, Modulus-based inexact non-alternating preconditioned splitting method for linear complementarity problems, Howard's algorithm in a phase-field topology optimization approach, Dynamic programming algorithm for optimizing distributed parameter trajectories with constraints, Modulus-based matrix splitting iteration methods for a class of implicit complementarity problems, Convergence analysis of projected SOR iteration method for a class of vertical linear complementarity problems, Theory of variational inequalities with applications to problems of flow through porous media, Modulus-based matrix splitting iteration methods with new splitting scheme for horizontal implicit complementarity problems, A relaxed two-step modulus-based matrix synchronous multisplitting iteration method for linear complementarity problems, Comparison of three classes of algorithms for the solution of the linear complementarity problem with an \(H_+\)-matrix, On the new modulus-based matrix splitting method for linear complementarity problem of \(H_+\)-matrix, The best approximation of matrices under inequality constraints, On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility, On the methods of pricing American options: case study, The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems, Matrices and the linear complementarity problem, The obstacle problem for beams and plates, The solution of linear complementarity problems on an array processor, On the choice of parameters in MAOR type splitting methods for the linear complementarity problem, Splitting methods for a class of horizontal linear complementarity problems, A survey on the continuous nonlinear resource allocation problem, An iterative algorithm for a quasivariational inequality system related to HJB equation, Projected successive overrelaxation method for finite-element solutions to the Dirichlet problem for a system of nonlinear elliptic equations, The Method of Christopherson for Solving Free Boundary Problems for Infinite Journal Bearings by Means of Finite Differences, A modified modulus method for symmetric positive-definite linear complementarity problems, A general preconditioner for linear complementarity problem with an \(M\)-matrix, A Modulus Iteration Method for SPSD Linear Complementarity Problem Arising in Image Retinex, An iterative SOR algorithm for multi-period spatial equilibria, The principle of extrapolation and the Cayley transform, An irregular grid approach for pricing high-dimensional American options, Two-stage multisplitting iteration methods using modulus-based matrix splitting as inner iteration for linear complementarity problems, Pricing European and American options under Heston model using discontinuous Galerkin finite elements, The modulus-based matrix double splitting iteration method for linear complementarity problems, On the equivalence between some projected and modulus-based splitting methods for linear complementarity problems, A spectral-collocation method for pricing perpetual American puts with stochastic volatility, Operator splitting methods for American option pricing., On the modulus algorithm for the linear complementarity problem., Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems, MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems, Piecewise affine bijections of \(\mathbb R^n\), and the equation \(Sx^ +- Tx^ -=y\), Modulus-based matrix splitting methods for a class of horizontal nonlinear complementarity problems, Convergence of accelerated modulus-based matrix splitting iteration methods for linear complementarity problem with an \(H_+\)-matrix, Modified overrelaxed iterative solution schemes for separable generalized equations, Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs, Modified modulus-based matrix splitting algorithms for a class of weakly nondifferentiable nonlinear complementarity problems, Nonstationary extrapolated modulus algorithms for the solution of the linear complementarity problem, Modulus-based matrix splitting iteration methods for linear complementarity problems, Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems, The modulus-based matrix splitting algorithms for a class of weakly nonlinear complementarity problems, A generalized modulus-based Newton method for solving a class of non-linear complementarity problems with \(P\)-matrices, Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization, A modified projection algorithm for large strictly-convex quadratic programs, Penalty methods for American options with stochastic volatility, On the solution of the linear complementarity problem by the generalized accelerated overrelaxation iterative method, Sur des méthodes d'optimisation par relaxation, The adventures of a simple algorithm, A block principal pivoting algorithm for large-scale strictly monotone linear complementarity problems