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Mixed Linear Complementarity Problem
In mathematical optimization theory, the mixed linear complementarity problem, often abbreviated as MLCP or LMCP, is a generalization of the linear complementarity problem to include free variables In mathematics, and in other disciplines involving formal languages, including mathematical logic and computer science, a free variable is a notation (symbol) that specifies places in an expression where substitution may take place and is no .... References Complementarity problemsAlgorithms for complementarity problems and generalized equationsAn Algorithm for the Approximate and Fast Solution of Linear Complementarity Problems Linear algebra Mathematical optimization {{mathanalysis-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Optimization (mathematics)
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, optimization includes finding "best available" values of some objective function given a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Complementarity Problem
In mathematical optimization theory, the linear complementarity problem (LCP) arises frequently in computational mechanics and encompasses the well-known quadratic programming as a special case. It was proposed by Cottle and Dantzig in 1968. Formulation Given a real matrix ''M'' and vector ''q'', the linear complementarity problem LCP(''q'', ''M'') seeks vectors ''z'' and ''w'' which satisfy the following constraints: * w, z \geqslant 0, (that is, each component of these two vectors is non-negative) * z^Tw = 0 or equivalently \sum\nolimits_i w_i z_i = 0. This is the complementarity condition, since it implies that, for all i, at most one of w_i and z_i can be positive. * w = Mz + q A sufficient condition for existence and uniqueness of a solution to this problem is that ''M'' be symmetric positive-definite. If ''M'' is such that has a solution for every ''q'', then ''M'' is a Q-matrix. If ''M'' is such that have a unique solution for every ''q'', then ''M'' is a P-mat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Free Variables
In mathematics, and in other disciplines involving formal languages, including mathematical logic and computer science, a free variable is a notation (symbol) that specifies places in an expression where substitution may take place and is not a parameter of this or any container expression. Some older books use the terms real variable and apparent variable for free variable and bound variable, respectively. The idea is related to a placeholder (a symbol that will later be replaced by some value), or a wildcard character that stands for an unspecified symbol. In computer programming, the term free variable refers to variables used in a function that are neither local variables nor parameters of that function. The term non-local variable is often a synonym in this context. A bound variable, in contrast, is a variable that has been ''bound'' to a specific value or range of values in the domain of discourse or universe. This may be achieved through the use of logical quantifie ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Algebra
Linear algebra is the branch of mathematics concerning linear equations such as: :a_1x_1+\cdots +a_nx_n=b, linear maps such as: :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as lines, planes and rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to spaces of functions. Linear algebra is also used in most sciences and fields of engineering, because it allows modeling many natural phenomena, and computing efficiently with such models. For nonlinear systems, which cannot be modeled with linear algebra, it is often used for dealing with first-order approximations, using the fact that the differential of a multivariate function at a point is the line ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
