Linear complementarity problems (LCPs) constitute a salient class of mathematical models wherein one seeks vectors that fulfil mutually exclusive non-negativity and orthogonality conditions ...

This paper is concerned with the mixed linear complementarity problem and the role it and its variants play in the stability analysis of the nonlinear complementarity problem and the ...

Recently, the globally uniquely solvable (GUS) property of the linear transformation M ∈ ℝn × n in the second-order cone linear complementarity problem (SOCLCP) receives much attention and has been ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...

Assuming nonnegativity constraints , the quadratic optimization problem solved with the LCP call, which solves the linear complementarity problem. Refer to SAS/IML Software: Usage and Reference, ...

Many American option pricing models can be formulated as linear complementarity problems (LCPs) involving partial differential operators. While recent work with this approach has mainly addressed the ...

The finite-difference value function of an American put option can be computed by solving a sequence of linear complementarity problems (LCPs). The stateof- the-art methods that solve these equations ...