An algorithm for the fast solution of symmetric linear complementarity problems
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Publication:998634
DOI10.1007/S00211-008-0183-5zbMATH Open1157.65389OpenAlexW2138272465MaRDI QIDQ998634FDOQ998634
José Luis Morales, Jorge Nocedal, Mikhail Smelyanskiy
Publication date: 9 February 2009
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-008-0183-5
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Cited In (10)
- An RLT approach for solving the binary-constrained mixed linear complementarity problem
- On the solution of complementarity problems arising in American options pricing
- Fundamental Domains for Symmetric Optimization: Construction and Search
- 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
- An efficient algorithm for the symmetric principal minor assignment problem
- Using spectral element method to solve variational inequalities with applications in finance
- A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem
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