On the Solution of Some (Parametric) Linear Complementarity Problems with Applications to Portfolio Analysis, Structural Engineering and Graduation.

Abstract

This paper discusses three important applications of a class of (parametric) linear complementarity problems arising independently from such diverse areas as portfolio analysis, structural engineering and graduation. After explaining how the complementarity problems emerge in these applications, some analytical comparisons (based on operation counts and storage requirements) of several existing algorithms are performed for solving this class of complementarity problems. Computational results to support the analytical comparisons are presented and some conclusions drawn about the general performance of these algorithms.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1977
Accession Number
ADA046395

Entities

People

  • Ikuyo Kaneko
  • Jong-shi Pang
  • Wayne P. Hallman

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Counter IED
  • Cyber

DTIC Thesaurus Topics

  • Algorithms
  • Birds
  • Computer Programming
  • Computers
  • Engineering
  • Mathematics
  • Operations Research
  • Plastic Explosives
  • Structural Engineering
  • Systems Engineering
  • Universities
  • Wisconsin

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