Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...
Interior-point methods constitute a robust class of algorithms for solving constrained optimisation problems by exploring the interior of the feasible region instead of traversing its boundary. These ...
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 ...
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