Algorithms for LCPs, NCPs and VIs

Steven A. Gabriel, Antonio J. Conejo, J. David Fuller, Benjamin F. Hobbs and Carlos Ruiz
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Steven A. Gabriel: University of Maryland
Antonio J. Conejo: University of Castilla – La Mancha
J. David Fuller: University of Waterloo
Benjamin F. Hobbs: The Johns Hopkins University
Carlos Ruiz: European Foundation for New Energy – EDF École Centrale Paris and Supélec

Chapter Chapter 8 in Complementarity Modeling in Energy Markets, 2013, pp 323-384 from Springer

Abstract: Abstract This chapter presents some of the key ideas in various algorithms that are used to solve some of the basic equilibrium models, namely, models in the form of the linear complementarity problem (LCP), the nonlinear complementarity problem (NCP) and the variational inequality (VI) problem. We explain the main ideas of the algorithms, but avoid detailed discussions or proofs of important mathematical issues such as the conditions under which an algorithm is guaranteed to converge.

Keywords: Variational Inequality; Complementarity Problem; Linear Complementarity Problem; Merit Function; Nonlinear Complementarity Problem (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4419-6123-5_8

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DOI: 10.1007/978-1-4419-6123-5_8

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