Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems

DOI10.1016/0022-247X(89)90347-8MaRDI QIDQ582015zbMATHOpenAlexFDO

Authors M. Sun

Publication date 1989

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(89)90347-8

zbMATH Keywords

iterative algorithmconvergencesingular stochastic control problemgeneralized linear complementary problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Iterative numerical methods for linear systems (65F10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 3670172 (Why is no real title available?)
• scientific article; zbMATH DE number 3229228 (Why is no real title available?)
• A generalization of the linear complementarity problem
• On the convergence of a basic iterative method for the implicit complementarity problem
• Singular Stochastic Control Problems Solved by a Sparse Simplex Method
• Singular control problems in bounded intervals
• Solution of nonsymmetric, linear complementarity problems by iterative methods
• Solution of symmetric linear complementarity problems by iterative methods
• The Relaxation Method for Linear Inequalities

Cited in

(30)

• A result of Shepp
• Generalizations of \(\mathbf P_ 0\)- and \(\mathbf P\)-properties; extended vertical and horizontal linear complementarity problems
• A two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems
• A modulus-based formulation for the vertical linear complementarity problem
• New modulus-based matrix splitting method for the vertical nonlinear complementarity problem
• The perturbation bound of the extended vertical linear complementarity problem
• A modulus-based matrix splitting method for the vertical nonlinear complementarity problem
• A preconditioned general modulus-based matrix splitting iteration method for solving horizontal linear complementarity problems
• The implicit general order complementarity problem, models and iterative methods
• Acceptable solutions and backward errors for tensor complementarity problems
• Generalized modulus-based matrix splitting algorithm with Anderson acceleration strategy for vertical linear complementarity problems
• Strict monotonicity in Todd's low-complexity algorithm for linear programming
• A two-step parallel iteration method for large sparse horizontal linear complementarity problems
• Global Error Bounds for the Extended Vertical Linear Complementarity Problems of CKV-Type Matrices and CKV-Type $B$-Matrices
• Iterative complexities of a class of homogeneous algorithms for monotone nonlinear complementarity problems over symmetric cones
• An algorithm to solve the generalized linear complementarity problem with a vertical block z-matrix
• Projected fixed point iterative method for large and sparse horizontal linear complementarity problem
• The role of representative submatrices in vertical linear complementarity theory
• Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations
• The generalized linear complementarity problem revisited
• A class of modulus-based matrix splitting methods for vertical linear complementarity problem
• A two-step new modulus-based matrix splitting method for vertical linear complementarity problem
• Scalable relaxation two-sweep modulus-based matrix splitting methods for vertical LCP
• A uniqueness theorem for the generalized-order linear complementary problem associated with \(M\)-matrices
• Generalized linear complementarity in a problem of \(n\)-person games
• Fuzzy approximation to an infeasible generalized linear complementarity problem
• On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
• Global linear and quadratic one-step smoothing Newton method for vertical linear complementarity problems
• Projected splitting methods for vertical linear complementarity problems
• Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem

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