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Searching for "Splitting Method for Linear Complementarity Problems." – sorted by Relevance.

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3 documents found, showing 1 through 3.

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Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
by M. C. Ferris, J. S. Pang — 1994 — SIAM J. on Control and Optimization
… the the matrix splitting methods for linear complementarity problems [8, Chapter 5] and affine variational…
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Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
by Ferris Computer Sciences, M. C. Ferris, J. S. Pang — 1996 — SIAM J. on Control and Optimization
… the the matrix splitting methods for linear complementarity problems [8, Chapter 5] and affine variational…
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Operator Splitting Methods for American Options . . .
by S. Ikonen, S. Ikonen, J. Toivanen, J. Toivanen — 2004
…). In this paper, we present operator splitting methods for the linear complementarity problem (11) based…
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