Algorithms for the linear complementarity problem which allow an arbitrary starting point
Dolf Talman,Ludo Van der Heyden +1 more
TL;DR: The linear complementarity problem with data q ɛ Rn and M ǫ Rn×n consists in finding two vectory s and z in Rn such that(1.1) ============
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Abstract: The linear complementarity problem with data q ɛ Rn and M ɛ Rn×n consists in finding two vectory s and z in Rn such that(1.1)
$${\text{s = Mz + q ,}}$$
(1.1)
(1.2)
$$s,\;z\; \ge \;0\;,$$
(1.2)
(1.3)
$${s_i}{z_{i\;}} = \;0\;,\;i\; = \;1,\;2, \ldots ,\;n\;.$$
(1.3)
.
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Citations
Predictor-Corrector and Simplicial Methods for Approximating Fixed Points and Zero Points of Nonlinear Mappings
Eugene L. Allgower,Kurt Georg +1 more
- 01 Jan 1983
TL;DR: The aim here is to provide a brief introductory overview of numerical homotopy methods for approximating a solution of a system of nonlinear equations.
42
Simplicial approximation of solutions to the nonlinear complementarity problem with lower and upper bounds
G. van der Lann,A.J.J. Talman +1 more
TL;DR: The ideas of a simplicial variable dimension restart algorithm to approximate zero points onRn and of a linear complementarity problem pivoting algorithm are combined to an algorithm for solving the nonlinear complementarityproblem with lower and upper bounds.
An algorithm for the linear complementarity problem with upper and lower bounds
G. van der Laan,A.J.J. Talman +1 more
TL;DR: The octahedral simplicial algorithm for solving systems of nonlinear equations is adapted to solve the linear complementarity problem with upper and lower bounds to generate a piecewise linear path from an arbitrarily chosen point to a solution point.
References
Bimatrix Equilibrium Points and Mathematical Programming
TL;DR: In this paper, simple constructive proofs are given of solutions to the matric matric system Mz − ω = q; z ≧ 0; ω ≧ 1; zT = 0, for various kinds of data M, q, which embrace quadratic programming and the problem of finding equilibrium points of bimatrix games.
Simplicial and Continuation Methods for Approximating Fixed Points and Solutions to Systems of Equations
Eugene L. Allgower,Kurt Georg +1 more
TL;DR: In this paper, a digest of simplicial and continuation methods for approximating fixed-points or zero-points of nonlinear finite-dimensional mappings is presented, where the following curves are implicitly defined, as for example, in the case of homotopies.
461
A class of simplicial restart fixed point algorithms without an extra dimension
G. van der Laan,A. J. J. Talman +1 more
TL;DR: An algorithm for approximating a fixed point of a mapping on the product space of unit simplices by generating a unique path of adjacent simplices of variable dimension starting with the pointv is introduced.
87