An algorithm for the fast solution of symmetric linear complementarity problems
From MaRDI portal
(Redirected from Publication:998634)
Recommendations
- A rapid algorithm for a class of linear complementarity problems
- A two-stage successive overrelaxation algorithm for solving the symmetric linear complementarity problem
- Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems
- An iterative two-step algorithm for linear complementarity problems
- scientific article; zbMATH DE number 2013209
Cites work
- scientific article; zbMATH DE number 107545 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- A New Active Set Algorithm for Box Constrained Optimization
- A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
- Algorithm 778: L-BFGS-B
- Algorithm 813
- An iterative two-step algorithm for linear complementarity problems
- Complementary pivot theory of mathematical programming
- Efficient sparse LU factorization with left-right looking strategy on shared memory multiprocessors
- Engineering and Economic Applications of Complementarity Problems
- Formulating dynamic multi-rigid-body contact problems with friction as solvable linear complementarity problems
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Limited memory solution of bound constrained convex quadratic problems arising in video games
- Newton's Method for Large Bound-Constrained Optimization Problems
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- On fast factorization pivoting methods for sparse symmetric indefinite systems
- On the Identification of Active Constraints
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Projected Newton Methods for Optimization Problems with Simple Constraints
Cited in
(10)- An RLT approach for solving the binary-constrained mixed linear complementarity problem
- A Krylov subspace method for large-scale second-order cone linear complementarity problem
- On the solution of complementarity problems arising in American options pricing
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options
- Parallel two-grid semismooth Newton-Krylov-Schwarz method for nonlinear complementarity problems
- A Gauss-Seidel type solver for the fast computation of input-constrained control systems
- A framework for multivariable algebraic loops in linear anti-windup implementations
- Fundamental domains for symmetric optimization: construction and search
- Using spectral element method to solve variational inequalities with applications in finance
- An efficient algorithm for the symmetric principal minor assignment problem
Describes a project that uses
Uses Software
This page was built for publication: An algorithm for the fast solution of symmetric linear complementarity problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q998634)
