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

摘要

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.