Linear complementarity problems (LCPs) constitute a salient class of mathematical models wherein one seeks vectors that fulfil mutually exclusive non-negativity and orthogonality conditions relative ...

This paper presents a modeling format and a solution algorithm for partial and general economic equilibrium problems. It reports on computational experience from a series of small to medium sized ...

In this paper we develop systematically infeasible-interior-point methods of arbitrarily high order for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle, ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...

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 ...