نتایج جستجو برای: mixed linear complementarity problem

تعداد نتایج: 1467434  

Journal: :Linear Algebra and its Applications 1996

Journal: :Linear Algebra and its Applications 1989

Journal: :Journal of Algorithms & Computational Technology 2007

Journal: :SIAM Journal on Matrix Analysis and Applications 1989

Journal: :Bulletin of the Australian Mathematical Society 1988

Journal: :Journal of Mathematical Analysis and Applications 1973

2005
ISABEL N. FIGUEIREDO

We discuss a special mathematical programming problem with equilibrium constraints (MPEC), that arises in material and shape optimization problems involving the contact of a rod or a plate with a rigid obstacle. This MPEC can be reduced to a nonlinear programming problem with independent variables and some dependent variables implicity defined by the solution of a mixed linear complementarity p...

Journal: :journal of mathematical modeling 0
ali beiranvand faculty of mathematical sciences, university of tabriz, tabriz, iran abdolsadeh neisy faculty of economics, allameh tabataba'i university, tehran, iran karim ivaz faculty of mathematical sciences, university of tabriz, tabriz, iran

in this paper we consider the european continuous installment call option. then  its linear complementarity formulation is given. writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. finally finite element method is applied to price the european continuous installment call option.

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