Accession Number:

ADA046395

Title:

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

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Report Date:

1977-08-01

Pagination or Media Count:

44.0

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.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE