An algorithm for the fast solution of symmetric linear complementarity problems
نویسندگان
چکیده
منابع مشابه
An algorithm for the fast solution of symmetric linear complementarity problems
This paper studies algorithms for the solution of mixed symmetric linear complementarity problems. The goal is to compute fast and approximate solutions of medium to large sized problems, such as those arising in computer game simulations and American options pricing. The paper proposes an improvement of a method described by Kocvara and Zowe [19] that combines projected Gauss-Seidel iterations...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2008
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-008-0183-5