226 search results - page 3 / 46 » A power penalty method for linear complementarity problems |
MP
2002
13 years 6 months ago
2002
Semismooth Newton methods constitute a major research area for solving mixed complementarity problems (MCPs). Early research on semismooth Newton methods is mainly on infeasible me...
MP
2011
12 years 9 months ago
2011
We present an interior-point penalty method for nonlinear programming (NLP), where the merit function consists of a piecewise linear penalty function (PLPF) and an 2-penalty functi...
ICRA
2010
IEEE
13 years 4 months ago
2010
IEEE
— Contact dynamics are commonly formulated as a linear complementarity problem. While this approach is superior to earlier spring-damper models, it can be inaccurate due to pyram...
SIAMSC
2008
13 years 6 months ago
2008
In this paper we consider a finite element discretization of the Oldroyd-B model of viscoelastic flows. The method uses standard continuous polynomial finite element spaces for vel...
SIAMSC
2008
13 years 6 months ago
2008
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...