An LP-based successive overrelaxation method for linear complementarity problems

Author:

Shiau T. H.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference20 articles.

1. Chung, S. J., andMurty, K. G.,Polynomially Bounded Ellipsoid Algorithms for Convex Quadratic Programming, Nonlinear Programming 4, Edited by O. L. Mangasarian, R. R. Meyer, and S. M. Robinson, Academic Press, New York, New York, pp. 439–485, 1981.

2. Dantzig, G. B., andCottle, R. W.,Positive Semidefinite Programming, Nonlinear Programming, Edited by J. Abadie, North-Holland Publishing Company, Amsterdam, Holland, pp. 55–73, 1967.

3. Lemke, C. E.,On Complementary Pivot Theory, Mathematics of the Decision Sciences, Part 1, Edited by G. B. Dantzig and A. F. Veinott, American Mathematical Society, Providence, Rhode Island, pp. 95–114, 1968.

4. Shiau, T. H.,Iterative Linear Programming for Linear Complementarity and Related Problems, University of Wisconsin, Madison, Wisconsin, Computer Sciences Department, PhD Thesis, 1983.

5. Ahn, B. H.,Solution of Nonsymmetric Linear Complementarity Problems by Iterative Methods, I, Journal of Optimization Theory and Applications, Vol. 33, pp. 175–185, 1981.

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Verification of Iterative Methods for the Linear Complementarity Problem;Handbook of Research on Modern Optimization Algorithms and Applications in Engineering and Economics;2016

2. The Linear Complementarity Problem;CLASS APPL MATH;2009-01

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