For the expected value formulation of stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration methods. The convergence of the new methods is discussed when the coefficient matr...For the expected value formulation of stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration methods. The convergence of the new methods is discussed when the coefficient matrix is a positive definite matrix or a positive semi-definite matrix, respectively. The advantages of the new methods are that they can solve the large scale stochastic linear complementarity problem, and spend less computational time. Numerical results show that the new methods are efficient and suitable for solving the large scale problems.展开更多
The penalty equation of LCP is transformed into the absolute value equation, and then the existence of solutions for the penalty equation is proved by the regularity of the interval matrix. We propose a generalized Ne...The penalty equation of LCP is transformed into the absolute value equation, and then the existence of solutions for the penalty equation is proved by the regularity of the interval matrix. We propose a generalized Newton method for solving the linear complementarity problem with the regular interval matrix based on the nonlinear penalized equation. Further, we prove that this method is convergent. Numerical experiments are presented to show that the generalized Newton method is effective.展开更多
Linear Least Squares（LLS） problems are particularly difficult to solve because they are frequently ill-conditioned, and involve large quantities of data. Ill-conditioned LLS problems are commonly seen in mathematics...Linear Least Squares（LLS） problems are particularly difficult to solve because they are frequently ill-conditioned, and involve large quantities of data. Ill-conditioned LLS problems are commonly seen in mathematics and geosciences, where regularization algorithms are employed to seek optimal solutions. For many problems, even with the use of regularization algorithms it may be impossible to obtain an accurate solution. Riley and Golub suggested an iterative scheme for solving LLS problems. For the early iteration algorithm, it is difficult to improve the well-conditioned perturbed matrix and accelerate the convergence at the same time. Aiming at this problem, self-adaptive iteration algorithm（SAIA） is proposed in this paper for solving severe ill-conditioned LLS problems. The algorithm is different from other popular algorithms proposed in recent references. It avoids matrix inverse by using Cholesky decomposition, and tunes the perturbation parameter according to the rate of residual error decline in the iterative process. Example shows that the algorithm can greatly reduce iteration times, accelerate the convergence,and also greatly enhance the computation accuracy.展开更多
It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P_＊（κ） linear complementarity problems.This paper presents an extension of t...It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P_＊（κ） linear complementarity problems.This paper presents an extension of the recent variant of Mehrotra＇s second order algorithm for linear optimijation.It is shown that the iteration-complexity bound of the algorithm is O（4κ ＋ 3）√14κ ＋ 5 nlog（x0）Ts0/ε,which is similar to that of the corresponding algorithm for linear optimization.展开更多
Abstract In this paper,a class of generalized parallel matrix multisplitting relaxation methods for solving linear complementarity problems on the high speed multiprocessor systems is set up.This class of methods not ...Abstract In this paper,a class of generalized parallel matrix multisplitting relaxation methods for solving linear complementarity problems on the high speed multiprocessor systems is set up.This class of methods not only includes all the existing relaxation methods for the linear complementarity problems,but also yields a lot of novel ones in the sense of multisplitting.We establish the convergence theories of this class of generalized parallel multisplitting relaxation methods under the condition that the system matrix is an H matrix with positive diagonal elements.展开更多
New conditions are derived for the l2-stability of time-varying linear and nonlinear discrete-time multiple-input multipleoutput （MIMO） systems, having a linear time time-invariant block with the transfer function F...New conditions are derived for the l2-stability of time-varying linear and nonlinear discrete-time multiple-input multipleoutput （MIMO） systems, having a linear time time-invariant block with the transfer function F（z）, in negative feedback with a matrix of periodic/aperiodic gains A（k）, k = 0,1, 2,... and a vector of certain classes of non-monotone/monotone nonlinearities φp（-）, without restrictions on their slopes and also not requiring path-independence of their line integrals. The stability conditions, which are derived in the frequency domain, have the following features： i） They involve the positive definiteness of the real part （as evaluated on ｜z｜ = 1） of the product of Г （z） and a matrix multiplier function of z. ii） For periodic A（k）, one class of multiplier functions can be chosen so as to impose no constraint on the rate of variations A（k）, but for aperiodic A（k）, which allows a more general multiplier function, constraints are imposed on certain global averages of the generalized eigenvalues of （A（k ＋ 1）,A（k））, k = 1, 2 iii） They are distinct from and less restrictive than recent results in the literature.展开更多
We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converg...We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converges to a unique solution in a finite number of steps, without an assumption of nondegeneracy on the given problem. The algorithm is simple, efficient, and easy to implement.展开更多
Commercial organisations commonly use operational research tools to solve vehicle routing problems. This practice is less commonplace in charity and voluntary organisations. In this paper, we provide an elementary app...Commercial organisations commonly use operational research tools to solve vehicle routing problems. This practice is less commonplace in charity and voluntary organisations. In this paper, we provide an elementary approach for solving the Vehicle Routing Problem (VRP) that we believe can be easily implemented in these types of organisations. The proposed model leverages mixed integer linear programming to optimize the pickup sequence of all customers, each with distinct time windows and locations, transporting them to a final destination using a fleet of vehicles. To ensure ease of implementation, the model utilises Python, a user-friendly programming language, and integrates with the Google Maps API, which simplifies data input by eliminating the need for manual entry of travel times between locations. Troubleshooting methods are incorporated into the model design to ensure easy debugging of the model’s infeasibilities. Additionally, a computation time analysis is conducted to evaluate the efficiency of the code. A node partitioning approach is also discussed, which aims to reduce computational times, especially when handling larger datasets, ensuring this model is realistic and practical for real-world application. By implementing this optimized routing strategy, logistics companies or organisations can expect significant improvements in their day-to-day operations, with minimal computational cost or need for specialised expertise. This includes reduced travel times, minimized fuel consumption, and thus lower operational costs, while ensuring punctuality and meeting the demands of all passengers.展开更多
Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P-*(kappa)-matrix linear complementarity prob...Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P-*(kappa)-matrix linear complementarity problem (LCP). Form using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically O((kappa + 1)root nL) and O((kappa + 1)n(3)L) respectively.展开更多
文摘For the expected value formulation of stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration methods. The convergence of the new methods is discussed when the coefficient matrix is a positive definite matrix or a positive semi-definite matrix, respectively. The advantages of the new methods are that they can solve the large scale stochastic linear complementarity problem, and spend less computational time. Numerical results show that the new methods are efficient and suitable for solving the large scale problems.
文摘The penalty equation of LCP is transformed into the absolute value equation, and then the existence of solutions for the penalty equation is proved by the regularity of the interval matrix. We propose a generalized Newton method for solving the linear complementarity problem with the regular interval matrix based on the nonlinear penalized equation. Further, we prove that this method is convergent. Numerical experiments are presented to show that the generalized Newton method is effective.
基金supported by Open Fund of Engineering Laboratory of Spatial Information Technology of Highway Geological Disaster Early Warning in Hunan Province(Changsha University of Science&Technology,kfj150602)Hunan Province Science and Technology Program Funded Projects,China(2015NK3035)+1 种基金the Land and Resources Department Scientific Research Project of Hunan Province,China(2013-27)the Education Department Scientific Research Project of Hunan Province,China(13C1011)
文摘Linear Least Squares（LLS） problems are particularly difficult to solve because they are frequently ill-conditioned, and involve large quantities of data. Ill-conditioned LLS problems are commonly seen in mathematics and geosciences, where regularization algorithms are employed to seek optimal solutions. For many problems, even with the use of regularization algorithms it may be impossible to obtain an accurate solution. Riley and Golub suggested an iterative scheme for solving LLS problems. For the early iteration algorithm, it is difficult to improve the well-conditioned perturbed matrix and accelerate the convergence at the same time. Aiming at this problem, self-adaptive iteration algorithm（SAIA） is proposed in this paper for solving severe ill-conditioned LLS problems. The algorithm is different from other popular algorithms proposed in recent references. It avoids matrix inverse by using Cholesky decomposition, and tunes the perturbation parameter according to the rate of residual error decline in the iterative process. Example shows that the algorithm can greatly reduce iteration times, accelerate the convergence,and also greatly enhance the computation accuracy.
基金supported by the Natural Science Foundation of Hubei Province of China(2008CDZ047)
文摘It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P_＊（κ） linear complementarity problems.This paper presents an extension of the recent variant of Mehrotra＇s second order algorithm for linear optimijation.It is shown that the iteration-complexity bound of the algorithm is O（4κ ＋ 3）√14κ ＋ 5 nlog（x0）Ts0/ε,which is similar to that of the corresponding algorithm for linear optimization.
文摘Abstract In this paper,a class of generalized parallel matrix multisplitting relaxation methods for solving linear complementarity problems on the high speed multiprocessor systems is set up.This class of methods not only includes all the existing relaxation methods for the linear complementarity problems,but also yields a lot of novel ones in the sense of multisplitting.We establish the convergence theories of this class of generalized parallel multisplitting relaxation methods under the condition that the system matrix is an H matrix with positive diagonal elements.
文摘New conditions are derived for the l2-stability of time-varying linear and nonlinear discrete-time multiple-input multipleoutput （MIMO） systems, having a linear time time-invariant block with the transfer function F（z）, in negative feedback with a matrix of periodic/aperiodic gains A（k）, k = 0,1, 2,... and a vector of certain classes of non-monotone/monotone nonlinearities φp（-）, without restrictions on their slopes and also not requiring path-independence of their line integrals. The stability conditions, which are derived in the frequency domain, have the following features： i） They involve the positive definiteness of the real part （as evaluated on ｜z｜ = 1） of the product of Г （z） and a matrix multiplier function of z. ii） For periodic A（k）, one class of multiplier functions can be chosen so as to impose no constraint on the rate of variations A（k）, but for aperiodic A（k）, which allows a more general multiplier function, constraints are imposed on certain global averages of the generalized eigenvalues of （A（k ＋ 1）,A（k））, k = 1, 2 iii） They are distinct from and less restrictive than recent results in the literature.
文摘We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converges to a unique solution in a finite number of steps, without an assumption of nondegeneracy on the given problem. The algorithm is simple, efficient, and easy to implement.
文摘Commercial organisations commonly use operational research tools to solve vehicle routing problems. This practice is less commonplace in charity and voluntary organisations. In this paper, we provide an elementary approach for solving the Vehicle Routing Problem (VRP) that we believe can be easily implemented in these types of organisations. The proposed model leverages mixed integer linear programming to optimize the pickup sequence of all customers, each with distinct time windows and locations, transporting them to a final destination using a fleet of vehicles. To ensure ease of implementation, the model utilises Python, a user-friendly programming language, and integrates with the Google Maps API, which simplifies data input by eliminating the need for manual entry of travel times between locations. Troubleshooting methods are incorporated into the model design to ensure easy debugging of the model’s infeasibilities. Additionally, a computation time analysis is conducted to evaluate the efficiency of the code. A node partitioning approach is also discussed, which aims to reduce computational times, especially when handling larger datasets, ensuring this model is realistic and practical for real-world application. By implementing this optimized routing strategy, logistics companies or organisations can expect significant improvements in their day-to-day operations, with minimal computational cost or need for specialised expertise. This includes reduced travel times, minimized fuel consumption, and thus lower operational costs, while ensuring punctuality and meeting the demands of all passengers.
文摘Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P-*(kappa)-matrix linear complementarity problem (LCP). Form using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically O((kappa + 1)root nL) and O((kappa + 1)n(3)L) respectively.
