Abstract We propose a new predictor–corrector interior-point algorithm for solving Cartesian symmetric cone horizontal linear complementarity problems, which is not based on usual barrier function. generalize the introduced in Darvay et al. (SIAM J Optim 30:2628–2658, 2020) to problems product of cones. apply algebraically equivalent transformation technique proposed by (Adv Model 5:51–92, 2003...

This study presents a new search direction for the horizontal linear complementarity problem. A vector-valued function is applied to system of xy=μe , which defines central path. Usually, way get equivalen...

In this paper, inspired by the previous work in (Appl. Math. Comput., 369 (2020) 124890), we focus on convergence condition of modulus-based matrix splitting (MMS) iteration method for solving horizontal linear complementarity problem (HLCP) with H+-matrices. An improved MMS is given to improve range its applications, a way which better than that above published article.

Abstract: Our purpose of this paper is to solve a class of stochastic linear complementarity problems (SLCP) with finitely many elements. Based on a new stochastic linear complementarity problem function, a new semi-smooth least squares reformulation of the stochastic linear complementarity problem is introduced. For solving the semi-smooth least squares reformulation, we propose a feasible non...

An extension of the linear complementarity problem (LCP) of mathematical programming is the so-called rational complementarity problem (RCP). This problem occurs if complementarity conditions are imposed on input and output variables of linear dynamical input/state/output systems. The resulting dynamical systems are called linear complementarity systems. Since the RCP is crucial both in issues ...