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Title: An investigation of algorithms for large-scale monotone linear complementarity problems

Abstract

In this talk we investigate the performance of interior-point and pivoting algorithms for the solution of large-scale monotone LCP`s and mixed LCPs. These techniques are also applied to the solution of linear least squares problems, separable convex quadratic programs, elliptic partial differential equations and spatial equilibrium models by exploiting their equivalent complementarity problems. Hybrid algorithms combining these two types of techniques are also introduced to deal with some of these problems.

Authors:
; ;
Publication Date:
OSTI Identifier:
36176
Report Number(s):
CONF-9408161-
TRN: 94:009753-0456
Resource Type:
Conference
Resource Relation:
Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
Country of Publication:
United States
Language:
English
Subject:
99 MATHEMATICS, COMPUTERS, INFORMATION SCIENCE, MANAGEMENT, LAW, MISCELLANEOUS; ALGORITHMS; OPTIMIZATION; MATRICES; NUMERICAL SOLUTION; VARIATIONAL METHODS; ACCURACY; DIFFERENTIAL EQUATIONS; CONVERGENCE

Citation Formats

Judice, J, Fernances, L, and Portugal, L. An investigation of algorithms for large-scale monotone linear complementarity problems. United States: N. p., 1994. Web.
Judice, J, Fernances, L, & Portugal, L. An investigation of algorithms for large-scale monotone linear complementarity problems. United States.
Judice, J, Fernances, L, and Portugal, L. Sat . "An investigation of algorithms for large-scale monotone linear complementarity problems". United States.
@article{osti_36176,
title = {An investigation of algorithms for large-scale monotone linear complementarity problems},
author = {Judice, J and Fernances, L and Portugal, L},
abstractNote = {In this talk we investigate the performance of interior-point and pivoting algorithms for the solution of large-scale monotone LCP`s and mixed LCPs. These techniques are also applied to the solution of linear least squares problems, separable convex quadratic programs, elliptic partial differential equations and spatial equilibrium models by exploiting their equivalent complementarity problems. Hybrid algorithms combining these two types of techniques are also introduced to deal with some of these problems.},
doi = {},
url = {https://www.osti.gov/biblio/36176}, journal = {},
number = ,
volume = ,
place = {United States},
year = {1994},
month = {12}
}

Conference:
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