• 제목/요약/키워드: complementarity problems

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On Strongly Nonlinear Implicit Complementarity Problems in Hilbert Spaces

  • Cho, Yeol Je;Huang, Nan-Jing
    • Kyungpook Mathematical Journal
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    • 제46권1호
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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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PRECONDITIONED SSOR METHODS FOR THE LINEAR COMPLEMENTARITY PROBLEM WITH M-MATRIX

  • Zhang, Dan
    • 대한수학회논문집
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    • 제34권2호
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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.

WIENER-HOPF EQUATIONS TECHNIQUE FOR VARIATIONAL INEQUALITIES

  • Noor, Muhammad Aslam
    • Journal of applied mathematics & informatics
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    • 제7권3호
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    • pp.813-831
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    • 2000
  • In recent years, the theory of Wiener-Hopf equations has emerged as a novel and innovative technique for developing efficient and powerful numerical methods for solving variational inequalities and complementarity problems. In this paper, we provide an account of some of the fundamental aspects of the Wiener-Hopf equations with major emphasis on the formulation, computational algorithms, various generalizations and their applications. We also suggest some open problems for further research with sufficient information and references.

WELL-POSED VARIATIONAL INEQUALITIES

  • Muhammad, Aslam-Noor
    • Journal of applied mathematics & informatics
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    • 제11권1_2호
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    • pp.165-172
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    • 2003
  • In this paper, we introduce the concept of well-posedness for general variational inequalities and obtain some results under pseudomonotonicity. It is well known that monotonicity implies pseudomonotonicity, but the converse is not true. In this respect, our results represent an improvement and refinement of the previous known results. Since the general variational inequalities include (quasi) variational inequalities and complementarity problems as special cases, results obtained in this paper continue to hold for these problems.

SQUARE QUADRATIC PROXIMAL METHOD FOR NONLINEAR COMPLIMENTARITY PROBLEMS

  • Bnouhachem, Abdellah;Ou-yassine, Ali
    • 대한수학회논문집
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    • 제34권2호
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    • pp.671-684
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    • 2019
  • In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that F is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Iterative Algorithms for General Quasi Complementarity Problems

  • Aslam Noor, Muhammad;Al-Shemas, Eman H.
    • 호남수학학술지
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    • 제14권1호
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    • pp.107-121
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    • 1992
  • In this paper, we consider an iterative algorithm for solving a new class of quasi complementarity problems of finding $u{\epsilon}R^{n}$ such that $g(u){\in}K(u)$, $Tu+A(u){\in}K^{*}(u)$, and < g(u), Tu + A(u) >=0, where T, A and g are continuous mappings from $R^{n}$ into itself and $K^{*}(u)$ is the polar cone of the convex cone K(u) in $R^{n}$. The algorithms considered in this paper are general and unifying ones, which include many existing algorithms as special cases for solving the complementarity problems. We also study the convergence criteria of the general algorithms.

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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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    • 제31권5_6호
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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 INEQUALITY WITH LOCAL NON-POSITIVITY

  • Lee, Byung-Soo
    • 대한수학회논문집
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    • 제24권3호
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    • pp.425-432
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    • 2009
  • This paper introduces a local non-positivity of two set-valued mappings (F,Q) and considers the existences and properties of solutions for set-valued mixed vector FQ-implicit variational inequality problems and set-valued mixed vector FQ-complementarity problems in the neighborhood of a point belonging to an underlined domain K of the set-valued mappings, where the neighborhood is contained in K. This paper generalizes and extends many results in [1, 3-7].

COMPLETELY GENERALIZED MILDLY NONLINEAR COMPLEMENTARITY PROBLEMS FOR FUZZY MAPPINGS

  • Huang, Nan-Jing;Zhang, Wen-Bin
    • Journal of applied mathematics & informatics
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    • 제4권2호
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    • pp.309-322
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    • 1997
  • In this paper we introduce and study a new class of completely generalized mildly nonlinear complementarity problems for fuzzy mappings and construct some new iterative algorithms. We also show the existence of solution and the convergence of iterative sequences generated by the algorithm. Our results extend some recent results of Noor, Chang and huang.