Linear complementarity problems (LCPs) constitute a salient class of mathematical models wherein one seeks vectors that fulfil mutually exclusive non-negativity and orthogonality conditions relative ...
Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...
The finite-difference value function of an American put option can be computed by solving a sequence of linear complementarity problems (LCPs). The stateof- the-art methods that solve these equations ...
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