A power penalty approach to a Nonlinear Complementarity Problem-Reference-Cited by-同舟云学术

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A power penalty approach to a Nonlinear Complementarity Problem

Published:2010-01 Issue:1 Volume:38 Page:72-76
ISSN:0167-6377
Container-title:Operations Research Letters
language:en
Short-container-title:Operations Research Letters

Author:

Huang Chongchao,Wang Song

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference10 articles.

1. Finite-dimensional Variational Inequalities and Complementarity Problems, vol. I, II;Facchinei,2003

2. An Introduction to Variational Inequalities and their Applications;Kinderlehrer,1980

3. A power penalty method for a nonlinear parabolic complementarity problem;Wang;Nonlinear Analysis,2008

4. Option Pricing: Mathematical Models and Computation;Wilmott,1993

5. Numerical Methods for Nonlinear Variational Problems;Glowinski,1984

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