In this paper, we reformulate the NP-hard problem of the absolute value equation (AVE) as a horizontal linear complementarity one and then solve it using a smoothing technique. This approach leads to a new class of methods that are valid for general absolute value equation. An asymptotic analysis proves the convergence of our schemes and provides some interesting error estimates. This kind of e...

A generalized class of infeasible-interior-point methods for solving horizontal linear complementarity problem is analyzed and suucient conditions are given for the convergence of the sequence of iterates produced by methods in this class. In particular it is shown that the largest step path following algorithms generates convergent iterates even when starting from infeasible points. The comput...

In this paper we develop a numerical approach to a fractional-order differential linear complementarity problem (LCP) arising in pricing European and American options under a geometric Lévy process. The (LCP) is first approximated by a penalized nonlinear fractional Black-Scholes (fBS) equation. To numerically solve this nonlinear (fBS), we use the horizontal method of lines to discretize the t...

A generalized class of infeasible-interior-point methods for solving horizontal linear complementarity problem is analyzed and suucient conditions are given for the convergence of the sequence of iterates produced by methods in this class. In particular it is shown that the largest step path following algorithms generates convergent iterates even when starting from infeasible points. The comput...

Piecewise linear (PL) modelling is often used to approximate the behavior of nonlinear circuits. One of the possible PL modelling methodologies is based on the linear complementarity problem, and this approach has already been used extensively in the circuits and systems community for static networks. In this paper the object of study will be dynamic electrical circuits that can be recast as li...

We present an overview of our research on the use of generalized linear complementarity problems (LCPs) for analysis of continuously variable systems and discrete event systems. We indicate how the Generalized LCP can be used to analyze piecewise-linear resistive electrical circuits. Next we discuss how the Extended LCP can be used to solve some fundamental problems that arise in max-algebraic ...

In this chapter we give an overview of complementarity problems with a special focus on the extended linear complementarity problem (ELCP) and its applications in analysis and control of discrete-event systems such as traffic signal controlled intersections, manufacturing systems, railway networks, etc. We start by giving an introduction to the (regular) linear complementarity problem (LCP). Ne...