A continuation algorithm for a class of linear complementarity problems using an extrapolation technique

DOI10.1016/0024-3795(93)90291-UzbMath0782.65076WikidataQ127719755 ScholiaQ127719755MaRDI QIDQ1801456

Jiu Ding

Publication date: 21 July 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

quadratic programminglinear complementaritypositive semidefinite matricesNewton processLinear extrapolationpolynomial-time continuation method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications

Cites Work

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