A Power Penalty Approach to a Horizontal Linear Complementarity Problem

Research Journal of Applied Sciences Engineering and Technology ◽

10.19026/rjaset.5.4945 ◽

2013 ◽

Vol 5 (5) ◽

pp. 1830-1825

Author(s):

Xizhen Hu ◽

Chongchao Huang ◽

Aihua Luo ◽

Hua Chen

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Power Penalty ◽

Horizontal Linear Complementarity Problem ◽

Penalty Approach

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An arc-search infeasible interior-point algorithm for horizontal linear complementarity problem in the N∞− neighbourhood of the central path

International Journal of Computer Mathematics ◽

10.1080/00207160.2017.1283020 ◽

2017 ◽

Vol 94 (12) ◽

pp. 2271-2282

Author(s):

B. Kheirfam

Keyword(s):

Linear Complementarity Problem ◽

Interior Point ◽

Complementarity Problem ◽

Linear Complementarity ◽

Central Path ◽

Interior Point Algorithm ◽

Horizontal Linear Complementarity Problem

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The Generalized Horizontal Linear Complementarity Problem

Journal of Mathematics Research ◽

10.5539/jmr.v5n1p1 ◽

2013 ◽

Vol 5 (1) ◽

Author(s):

Aniekan A. Ebiefung ◽

Bidushi J. Chakraborty

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Horizontal Linear Complementarity Problem

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Verification Methods for the Horizontal Linear Complementarity Problem

PAMM ◽

10.1002/pamm.200810799 ◽

2008 ◽

Vol 8 (1) ◽

pp. 10799-10800 ◽

Author(s):

Uwe Schäfer

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Horizontal Linear Complementarity Problem ◽

Verification Methods

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The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra

Journal of Global Optimization ◽

10.1007/s10898-018-0689-z ◽

2018 ◽

Vol 73 (1) ◽

pp. 153-169 ◽

Author(s):

Xiaoni Chi ◽

M. Seetharama Gowda ◽

Jiyuan Tao

Keyword(s):

Jordan Algebra ◽

Linear Complementarity Problem ◽

Complementarity Problem ◽

Euclidean Jordan Algebra ◽

Linear Complementarity ◽

Horizontal Linear Complementarity Problem

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A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

Applied Mathematics and Computation ◽

10.1016/j.amc.2017.01.069 ◽

2017 ◽

Vol 305 ◽

pp. 174-187 ◽

Author(s):

Wen Chen ◽

Song Wang

Keyword(s):

Option Pricing ◽

Linear Complementarity Problem ◽

Complementarity Problem ◽

Penalty Method ◽

Linear Complementarity ◽

American Option ◽

American Option Pricing ◽

Power Penalty ◽

Partial Differential ◽

Power Penalty Method

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Power Penalty Method for a Linear Complementarity Problem Arising from American Option Valuation

Journal of Optimization Theory and Applications ◽

10.1007/s10957-006-9062-3 ◽

2006 ◽

Vol 129 (2) ◽

pp. 227-254 ◽

Author(s):

S. Wang ◽

X. Q. Yang ◽

K. L. Teo

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Penalty Method ◽

Linear Complementarity ◽

American Option ◽

Option Valuation ◽

Power Penalty ◽

Power Penalty Method

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A Infeasible Interior point homotopy method for solving horizontal linear complementarity problem

2011 International Conference on Computer Science and Service System (CSSS) ◽

10.1109/csss.2011.5974121 ◽

2011 ◽

Author(s):

Junyan Xu ◽

Zhuang Miao ◽

Qinghuai Liu

Keyword(s):

Linear Complementarity Problem ◽

Interior Point ◽

Complementarity Problem ◽

Linear Complementarity ◽

Homotopy Method ◽

Horizontal Linear Complementarity Problem

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An interior point method for $$P_{*}(\kappa )$$-horizontal linear complementarity problem based on a new proximity function

Journal of Applied Mathematics and Computing ◽

10.1007/s12190-019-01284-9 ◽

2019 ◽

Vol 62 (1-2) ◽

pp. 281-300 ◽

Author(s):

Sajad Fathi Hafshejani ◽

Alireza Fakharzadeh Jahromi

Keyword(s):

Linear Complementarity Problem ◽

Interior Point ◽

Complementarity Problem ◽

Interior Point Method ◽

Linear Complementarity ◽

Point Method ◽

Proximity Function ◽

Horizontal Linear Complementarity Problem

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The Horizontal Linear Complementarity Problem and Robustness of the Related Matrix Classes

Communications in Computer and Information Science - Optimization and Learning ◽

10.1007/978-3-030-85672-4_26 ◽

2021 ◽

pp. 350-360

Author(s):

Milan Hladík ◽

Miroslav Rada

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Matrix Classes ◽

Horizontal Linear Complementarity Problem

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A characterization of upper semi-continuity of the solution map to the horizontal linear complementarity problem of typeR0

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.200410210 ◽

2005 ◽

Vol 85 (12) ◽

pp. 904-908 ◽

Author(s):

Y.P. Fang ◽

N.J. Huang

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Solution Map ◽

Horizontal Linear Complementarity Problem

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