• Title/Summary/Keyword: complementarity problem

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ON THE SUBDIFFERENTIAL OF A NONLINEAR COMPLEMENTARITY PROBLEM FUNCTION WITH NONSMOOTH DATA

  • Gao, Yan
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.335-341
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    • 2009
  • In this paper, a system of nonsmooth equations reformulated from a nonlinear complementarity problem with nonsmooth data is studied. The formulas of some subdifferentials for related functions in this system of nonsmooth equations are developed. The present work can be applied to Newton methods for solving this kind of nonlinear complementarity problem.

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PRECONDITIONED SSOR METHODS FOR THE LINEAR COMPLEMENTARITY PROBLEM WITH M-MATRIX

  • Zhang, Dan
    • Communications of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.657-670
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    • 2019
  • In this paper, we consider the preconditioned iterative methods for solving linear complementarity problem associated with an M-matrix. Based on the generalized Gunawardena's preconditioner, two preconditioned SSOR methods for solving the linear complementarity problem are proposed. The convergence of the proposed methods are analyzed, and the comparison results are derived. The comparison results showed that preconditioned SSOR methods accelerate the convergent rate of the original SSOR method. Numerical examples are used to illustrate the theoretical results.

On Strongly Nonlinear Implicit Complementarity Problems in Hilbert Spaces

  • Cho, Yeol Je;Huang, Nan-Jing
    • Kyungpook Mathematical Journal
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    • v.46 no.1
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    • pp.145-152
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    • 2006
  • In this paper, we study a class of strongly nonlinear implicit complementarity problems in the setting of Hilbert spaces H (not necessarily Hilbert lattices). By using the property of the projection and a suitable change of variables, we establish the equivalence between the strongly nonlinear implicit complementarity problem and the fixed point problem in H. Moreover, we use this equivalence and the fixed point theorem of Boyd and Wong to prove the existence and uniqueness of solutions for the strongly nonlinear implicit complementarity problem in H.

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RANDOM GENERALIZED SET-VALUED COMPLEMENTARITY PROBLEMS

  • Lee, Byung-Soo;Huang, Nan-Jing
    • Journal of the Korean Mathematical Society
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    • v.34 no.1
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    • pp.1-12
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    • 1997
  • Complementaity problem theory developed by Lemke [10], Cottle and Dantzig [8] and others in the early 1960s and thereafter, has numerous applications in diverse fields of mathematical and engineering sciences. And it is closely related to variational inquality theory and fixed point theory. Recently, fixed point methods for the solving of nonlinear complementarity problems were considered by Noor et al. [11, 12]. Also complementarity problems related to variational inequality problems were investigated by Chang [1], Cottle [7] and others.

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MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS

  • Zheng, Ning;Yin, Jun-Feng
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.769-784
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    • 2013
  • We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

MIXED VECTOR FQ-IMPLICIT VARIATIONAL INEQUALITIES WITH FQ-COMPLEMENTARITY PROBLEMS

  • Lee, Byung-Soo
    • Honam Mathematical Journal
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    • v.31 no.2
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    • pp.247-258
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    • 2009
  • This paper introduces new mixed vector FQ-implicit variational inequality problems and corresponding mixed vector FQ-implicit complementarity problems for set-valued mappings, and studies the equivalence between them under certain assumptions in Banach spaces. It also derives some new existence theorems of solutions for them with examples under suitable assumptions without monotonicity. This paper generalizes and extends many results in [8, 10, 19-22].

Numerical Simulation of UHPFRC I-beam by the Linear Complementarity Problem (LCP 방법에 의한 초고강도 섬유보강 I 형보의 수치해석)

  • Han, Sang-Mook;Guo, Yi-Hong
    • Proceedings of the Korea Concrete Institute Conference
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    • 2009.05a
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    • pp.579-580
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    • 2009
  • This paper presents a numerical simulation of quasi-brittle fracture in UHPFRC I-beam. A linear complementarity problem (LCP) is used to formulate the path-dependent hardening-softening behavior in non-holonomic rate form, and the PATH solver is employed to solve the LCP.

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A NEW CLASS OF RANDOM COMPLETELY GENERALIZED STRONGLY NONLINEAR QUASI-COMPLEMENTARITY PROBLEMS FOR RANDOM FUZZY MAPPINGS

  • Huang, Nam-Jing
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.357-372
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    • 1998
  • In this paper we introduce and study a new class of random completely generalized strongly nonlinear quasi -comple- mentarity problems with non-compact valued random fuzzy map-pings and construct some new iterative algorithms for this kind of random fuzzy quasi-complementarity problems. We also prove the existence of random solutions for this class of random fuzzy quasi-complementarity problems and the convergence of random iterative sequences generated by the algorithms.