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Showing 1 to 20 of 20 for “"Complementarity problem"”.
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Kernel-Based Interior-Point Algorithms for the Linear Complementarity Problem
In this thesis, we consider the Linear Complementarity Problem (LCP), which is a well-known mathematical problem with many practical applications. The objective of the LCP is to find a certain vector that will satisfy a set of linear inequalities and (non-linear) complementary equation. A …
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Full Newton Step Interior Point Method for Linear Complementarity Problem Over Symmetric Cones
… Feasible Interior-Point Method (IPM) for Linear Complementarity Problem (LPC) over Symmetric Cones. The advantage of this method lies in that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. By suitable choice of parameters we prove the global …
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On solving the vertical generalized linear complementarity problem associated with a vertical block P-matrix
… to solve the vertical generalized linear complementarity problem (VGLCP) when the associated matrix is a vertical block P-matrix (VBP). The objective of this study is to implement the algorithm on a large scale using the Python programming language. We also use a Python code to generate …
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A finite characterization of K-matrices in dimensions less than four
… M, known as K-matrices, for t which the linear complementarity problem w-Mz=q, w≥O, z≥O, w<sup>t</sup>z=O has a solution whenever w-Mz=q, w≥O, z≥O has a solution is characterized for dimensions n<4. The characterization is finite and"practical". Several necessary conditions, sufficient …
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A Conic Quadratic Interior-Point Method for a Class of Stratified Sampling Problems
<p>The stratified sampling problem is a very important problem that arises in different applications and very often in statistics The purpose of this thesis is to numerically test two interior point methods on the stratified sampling problem. First, a homogeneous conic quadratic interior point …
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Full-Newton-Step Interior-Point Method for the Linear Complementarity Problems
… Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the …
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Infeasible Full-Newton-Step Interior-Point Method for the Linear Complementarity Problems
… Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the …
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ΥΠΟΛΟΓΙΣΜΟΣ ΚΑΙ ΑΝΑΛΥΣΗ ΚΙΝΗΤΗΣ ΜΕΤΑΛΛΙΚΗΣ ΑΡΠΑΓΗΣ ΡΟΜΠΟΤ
… BEHAVIOUR OF THE SYSTEM IS CONSIDERED AND THE PROBLEM IS FORMULATED AS A LINEAR COMPLEMENTARITY PROBLEM. IN THE CASE WHERE THE FRICTION PHENOMENON IS INCLUDED, THE FORMULATION COVERS THE TWO TYPES OF FINGERS: HARD AND SOFT. THE CONCEPTS OF FORM-AND FORCE-CLOSURE ARE USED AS QUALITY CRITERION …
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Risk penalties for enhanced reliability in co-optimized markets with uncertain generation
… a reserves market. The resulting game-theoretic problem is a two-period stochastic Nash game with risk-based objectives and the associated equilibrium conditions are given by a complementarity problem. Preliminary numerical results on a 6-firm problem provide insights regarding the impact of …
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Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems
… Interior-Point Method (IIPM) for monotone Linear Complementarity Problem (LCP). One of the most important advantages of this version in compare to old version is that it only requires feasibility steps. In the earlier version, each iteration consisted of one feasibility step and some centering …
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The complexity of continuous local search
… of capturing the complexity of some well-known problems in PPAD ∩ PLS that have resisted, in some cases for decades, attempts to put them in polynomial time. No complete problem was known for CLS, and in [9], the problems CONTRACTION, i.e., the problem of finding an approximate fixpoint of a …
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Dexterous manipulation with simple grippers
… at contacts can be captured well with complementarity constraints and the mechanics of prehensile pushing in a general setting can be formulated as a mixed nonlinear complementarity problem. For computational efficiency, we derive the abstraction of the mechanics in the form of motion …
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The mathematical modelling and numerical solution of options pricing problems
… for a selection of financial options pricing problems. The methods are based on finite difference discretisation coupled with optimal solvers of the resulting discrete systems. Regular Cartesian meshes have been combined with orthogonal co-ordinate transformations chosen for numerical accuracy …
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Enhanced intersection cutting plane and reformulation-linearization enumeration based approaches for linear complementarity problems
In this research effort, we consider the linear complementarity problem (LCP) that arises in diverse areas including optimal control, economics, engineering, mechanics, and quadratic programming. This class of problems has posed a challenge to researchers for over three decades now. Most of the …
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Forward and inverse American option pricing via a complementarity approach
… In Chapter 2, we establish partial differential complementarity systems for pricing American options under the aforementioned three models. We also introduce two different discretization schemes, a finite difference method and a finite element method, for the discretization of the complementarity …
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Centralized and distributed resource allocation with applications to signal processing in communications
… and deeply analyze multiuser resource allocation problems in different areas, ranging from signal processing, to communications and networking. More specifically, this work focuses on the three main topics that we briefly describe next. First, we study the maximum sum-utility achieved when a …
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Nash equilibrium problems in power markets and product design: Analysis and algorithms
… (CVaR) measure. The resulting game-theoretic problem is a two-period risk-based stochastic Nash game with shared strategy sets. In general, this stochastic game has nonsmooth objectives and standard existence and uniqueness results cannot be leveraged for this class of games, given the lack of …
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On the analysis of stochastic optimization and variational inequality problems
… dealing with uncertainty arising in three major problem classes: [(1)] Convex Nash games; [(2)] Variational inequality problems and complementarity problems; [(3)] Hierarchical risk management problems in financial networks. Accordingly, this dissertation considers the analysis of a broad class …
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Computational Study of Kernel - Based Interior - Point Method for LCP
<p>One of mathematical problems, that have many practical applications, is the well-known linear complementary problem (LCP) which consists of finding a certain vector that satisfy a set of linear inequalities and complementary equation. In this thesis, after introducing and analyzing a …
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ΕΦΑΡΜΟΓΗ ΤΩΝ ΜΕΘΟΔΩΝ ΤΟΥ ΤΕΤΡΑΓΩΝΙΚΟΥ ΠΡΟΓΡΑΜΜΑΤΙΣΜΟΥ ΣΤΑ ΠΡΟΒΛΗΜΑΤΑ ΤΗΣ ΘΕΩΡΙΑΣ ΠΛΑΣΤΙΚΟΤΗΤΑΣ
… SHOWS HOW IT IS POSSIBLE TO STUDY THE PROBLEMS OF THE THEORY OF PLASTICITY IN THEIR INCREMENTALAND HOLONOMIC FORMULATION, BOTH AS MECHANICAL PROBLEMS WHOSE SOLUTION IS SOUGHT AND AS FREE BOUNDARY PROBLEMS BETWEEN ELASTICITY AND PLASTICITY. FIRST THE ALGORITHM OF H. THEIL AND C. VAN DE …