Pivoting in Linear Complementarity: Two Polynomial-Time Cases

Author:

Foniok Jan,Fukuda Komei,Gärtner Bernd,Lüthi Hans-Jakob

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Discrete Mathematics and Combinatorics,Geometry and Topology,Theoretical Computer Science

Reference34 articles.

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2. Bard, Y.: An eclectic approach to nonlinear programming. In: Optimization, Proc. Sem. Austral. Nat. Univ., Canberra, 1971, pp. 116–128. University of Queensland Press, St. Lucia (1972)

3. Applied Optimization;A. Borici,2002

4. Borici, A., Lüthi, H.-J.: Fast solutions of complementarity formulations in American put pricing. J. Comput. Finance 9, 63–82 (2005)

5. Chandrasekaran, R.: A special case of the complementary pivot problem. Opsearch 7, 263–268 (1970)

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