In this paper, we present a new path-following interior-point algorithm for *( ) P κ -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, (1 ) log n O n κ ε   +     , which is as ...

In this paper an eigenvalue complementarity problem (EiCP) is studied, which finds its origins in the solution of a contact problem in mechanics. The EiCP is shown to be equivalent to a Nonlinear Complementarity Problem, a Mathematical Programming Problem with Complementarity Constraints and a Global Optimization Problem. A finite Reformulation–Linearization Technique (RLT)-based tree search al...

In this paper, -subgradients for convex set-valued maps are defined. We prove an existence theorem for -subgradients of convex set-valued maps. Also, we give necessary optimality conditions for an -solution of a convex set-valued optimization problem (CSP). Moreover, using the single-valued function induced from the set-valued map, we obtain theorems describing the -subgradient sum formula for ...

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.

The aim of this paper is to prove a common fixed point theorem for nonexpansive type single valued mappings which include both continuous and discontinuous mappings by relaxing the condition of continuity by weak reciprocally continuous mapping. Our result is generalize and extends the corresponding result of Jhade et al. [P.K. Jhade, A.S. Saluja and R. Kushwah, Coincidence and fixed points of ...

The process of multiple criteria decision making (MCDM) is of determining the best choice among all of the probable alternatives. The problem of supplier selection on which decision maker has usually vague and imprecise knowledge is a typical example of multi criteria group decision-making problem. The conventional crisp techniques has not much effective for solving MCDM problems because of imp...

The process of multiple criteria decision making (MCDM) is of determining the best choice among all of the probable alternatives. The problem of supplier selection on which decision maker has usually vague and imprecise knowledge is a typical example of multi criteria group decision-making problem. The conventional crisp techniques has not much effective for solving MCDM problems because of imp...

In this paper, we show that for a polyhedral multifunction F : R n ! R m with convex range, the inverse function F ?1 is locally lower Lipschitzian at every point of the range of F (equivalently Lipschitzian on the range of F) if and only if the function F is open. As a consequence, we show that for a piecewise aane function f : R n ! R n , f is surjective and f ?1 is Lipschitzian if and only i...