Direct algorithm for the solution of two-sided obstacle problems with M-matrix

A direct algorithm for the solution to the affine two‐sided obstacle problem with an M‐matrix is presented. The algorithm has the polynomial bounded computational complexity O(n3) and is more efficient than those in (Numer. Linear Algebra Appl. 2006; 13:543–551). Copyright © 2010 John Wiley & So...

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Veröffentlicht in:Numerical linear algebra with applications Jg. 18; H. 1; S. 167 - 173
Hauptverfasser: Jiang, Ying-Jun, Zeng, Jin-Ping
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Chichester, UK John Wiley & Sons, Ltd 01.01.2011
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ISSN:1070-5325, 1099-1506, 1099-1506
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Abstract A direct algorithm for the solution to the affine two‐sided obstacle problem with an M‐matrix is presented. The algorithm has the polynomial bounded computational complexity O(n3) and is more efficient than those in (Numer. Linear Algebra Appl. 2006; 13:543–551). Copyright © 2010 John Wiley & Sons, Ltd.
AbstractList A direct algorithm for the solution to the affine two-sided obstacle problem with an M-matrix is presented. The algorithm has the polynomial bounded computational complexity O(n3) and is more efficient than those in (Numer. Linear Algebra Appl. 2006; 13:543-551).
A direct algorithm for the solution to the affine two‐sided obstacle problem with an M‐matrix is presented. The algorithm has the polynomial bounded computational complexity O(n3) and is more efficient than those in (Numer. Linear Algebra Appl. 2006; 13:543–551). Copyright © 2010 John Wiley & Sons, Ltd.
Author Jiang, Ying-Jun
Zeng, Jin-Ping
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References Li DH, Zeng JP, Zhang ZZ. Gaussian pivoting method for solving linear complementarity problem. Applied Mathematics-A Journal of Chinese Universities 1997; 12B:419-426.
Berman A, Plemmons RJ. Nonnegative Matrices in the Mathematical Sciences. Academic Press: New York, 1979.
Cryer CW. The efficient solution of linear complementarity problems for tridiagonal Minkowski matrices. ACM Transactions on Mathematical Software 1983; 9:199-214.
Murty KG. Linear Complementarity, Linear and Nonlinear Programming. Heldermann Verlag: Berlin, 1988.
Zeng JP, Zhou SZ. Two-side obstacle problem and its equivalent linear complementarity problem. Chinese Science Bulletin 1994; 39:1057-1062.
Zeng JP, Jiang YJ. Direct algorithms to solve the two-sided obstacle for an M-matrix. Numerical Linear Algebra with Applications 2006; 13:543-551.
Dostál Z. Optimal Quadratic Programming Algorithm with Application to Variational Inequalities. Springer: New York, 2009.
Facchinei F, Pang JS. Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer: New York, 2003.
Cottle RW, Pang JS, Stone RE. The Linear Complementarity Problem. Academic Press: New York, 1992.
Zhang L, Hu XY. On the direct method for linear complementarity problem. Mathematica Numerica Sinica 1994; 16(1):59-64.
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1994; 16
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1994; 39
2006; 13
1979
1997; 12B
1988
References_xml – reference: Dostál Z. Optimal Quadratic Programming Algorithm with Application to Variational Inequalities. Springer: New York, 2009.
– reference: Cryer CW. The efficient solution of linear complementarity problems for tridiagonal Minkowski matrices. ACM Transactions on Mathematical Software 1983; 9:199-214.
– reference: Li DH, Zeng JP, Zhang ZZ. Gaussian pivoting method for solving linear complementarity problem. Applied Mathematics-A Journal of Chinese Universities 1997; 12B:419-426.
– reference: Zeng JP, Zhou SZ. Two-side obstacle problem and its equivalent linear complementarity problem. Chinese Science Bulletin 1994; 39:1057-1062.
– reference: Murty KG. Linear Complementarity, Linear and Nonlinear Programming. Heldermann Verlag: Berlin, 1988.
– reference: Facchinei F, Pang JS. Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer: New York, 2003.
– reference: Zeng JP, Jiang YJ. Direct algorithms to solve the two-sided obstacle for an M-matrix. Numerical Linear Algebra with Applications 2006; 13:543-551.
– reference: Berman A, Plemmons RJ. Nonnegative Matrices in the Mathematical Sciences. Academic Press: New York, 1979.
– reference: Cottle RW, Pang JS, Stone RE. The Linear Complementarity Problem. Academic Press: New York, 1992.
– reference: Zhang L, Hu XY. On the direct method for linear complementarity problem. Mathematica Numerica Sinica 1994; 16(1):59-64.
– volume: 39
  start-page: 1057
  year: 1994
  end-page: 1062
  article-title: Two‐side obstacle problem and its equivalent linear complementarity problem
  publication-title: Chinese Science Bulletin
– volume: 9
  start-page: 199
  year: 1983
  end-page: 214
  article-title: The efficient solution of linear complementarity problems for tridiagonal Minkowski matrices
  publication-title: ACM Transactions on Mathematical Software
– volume: 12B
  start-page: 419
  year: 1997
  end-page: 426
  article-title: Gaussian pivoting method for solving linear complementarity problem
  publication-title: Applied Mathematics—A Journal of Chinese Universities
– year: 2009
– volume: 13
  start-page: 543
  year: 2006
  end-page: 551
  article-title: Direct algorithms to solve the two‐sided obstacle for an M‐matrix
  publication-title: Numerical Linear Algebra with Applications
– year: 1979
– volume: 16
  start-page: 59
  issue: 1
  year: 1994
  end-page: 64
  article-title: On the direct method for linear complementarity problem
  publication-title: Mathematica Numerica Sinica
– year: 1992
– year: 1988
– year: 2003
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Snippet A direct algorithm for the solution to the affine two‐sided obstacle problem with an M‐matrix is presented. The algorithm has the polynomial bounded...
A direct algorithm for the solution to the affine two-sided obstacle problem with an M-matrix is presented. The algorithm has the polynomial bounded...
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SubjectTerms Algorithms
Complexity
Computation
direct algorithm
Linear algebra
M-matrix
Mathematical models
Obstacles
polynomial computational complexity
two-sided obstacle problem
Title Direct algorithm for the solution of two-sided obstacle problems with M-matrix
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