Modulus-based multigrid methods for linear complementarity problems-Reference-Cited by-同舟云学术

Modulus-based multigrid methods for linear complementarity problems

Published:2017-04-18 Issue:6 Volume:24 Page:e2105
ISSN:1070-5325
Container-title:Numerical Linear Algebra with Applications
language:en
Short-container-title:Numer Linear Algebra Appl

Author:

Bai Zhong-Zhi¹²^ORCID,Zhang Li-Li¹³

Affiliation:

1. State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing; Academy of Mathematics and Systems Science, Chinese Academy of Sciences; P.O. Box 2719 Beijing 100190 China

2. School of Mathematical Sciences; University of Chinese Academy of Sciences; Beijing 100049 China

3. School of Mathematics and Information Science; Henan University of Economics and Law; Zhengzhou 450046 China

Funder

National Basic Research Program

National Natural Science Foundation of China

National Natural Science Foundation for Creative Research Groups

Scientific and Technological Research Project of Henan Province

Foundation for University Young Key Teacher Program of Henan Province, China

Publisher

Wiley

Subject

Applied Mathematics,Algebra and Number Theory

Reference38 articles.

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2. Matrix multisplitting methods with applications to linear complementarity problems: Parallel asynchronous methods;Bai;Int J Comput Math,2002

3. Multigrid algorithms for the solution of linear complementarity problems arising from free boundary problems;Brandt;SIAM J Sci Stat Comput,1983

4. Modulus-based successive overrelaxation method for pricing American options;Zheng;J Appl Math Inform,2013

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