Complementarity and Variational Inequalities

Necessary Conditions for the Impulsive Optimal Control of Multibody Mechanical Systems

  • Kerim Yunt
    • Categories Complementarity and Variational Inequalities, Nonsmooth Optimization Tags , , , ,

    In this work, necessary conditions for the impulsive optimal control of multibody mechanical systems are stated. The conditions are obtained by the application subdifferential calculus techniques to extended-valued lower semi-continuous generalized Bolza functional that is evaluated on multiple intervals. Contrary to the approach in literature so far, the instant of possibly impulsive transition is considered … Read more

    Projections Onto Super-Half-Spaces for Monotone Variational Inequality Problems in Finite-Dimensional Spaces

  • Yair Censor
  • Aviv Gibali
    • Categories Complementarity and Variational Inequalities Tags , ,

    The variational inequality problem (VIP) is considered here. We present a general algorithmic scheme which employs projections onto hyperplanes that separate balls from the feasible set of the VIP instead of projections onto the feasible set itself. Our algorithmic scheme includes the classical projection method and Fukushima’s subgradient projection method as special cases. Citation Technical … Read more

    An LPCC Approach to Nonconvex Quadratic Programs

  • Jing Hu
  • John E. Mitchell
  • Jong-Shi Pang
    • Categories Complementarity and Variational Inequalities, Quadratic Programming Tags , , ,

    Filling a gap in nonconvex quadratic programming, this paper shows that the global resolution of a feasible quadratic program (QP), which is not known a priori to be bounded or unbounded below, can be accomplished in finite time by solving a linear program with linear complementarity constraints, i.e., an LPCC. Alternatively, this task can be … Read more

    Large-Scale Parallel Multibody Dynamics with Frictional Contact on the Graphical Processing Unit

  • Mihai Anitescu
  • Dan Negrut
  • Alessandro Tasora
    • Categories Complementarity and Variational Inequalities, Mechanical Engineering, Second-Order Cone Programming Tags , ,

    In the context of simulating the frictional contact dynamics of large systems of rigid bodies, this paper reviews a novel method for solving large cone complementarity problems by means of a fixed-point iteration algorithm. The method is an extension of the Gauss-Seidel and Gauss-Jacobimethods with overrelaxation for symmetric convex linear complementarity problems. Convergent under fairly … Read more

    On a class of superlinearly convergent polynomial time interior point methods for sufficient LCP

  • Florian A. Potra
  • Josef Stoer
    • Categories Complementarity and Variational Inequalities Tags , , , ,

    A new class of infeasible interior point methods for solving sufficient linear complementarity problems requiring one matrix factorization and $m$ backsolves at each iteration is proposed and analyzed. The algorithms from this class use a large $(\caln_\infty^-$) neighborhood of an infeasible central path associated with the complementarity problem and an initial positive, but not necessarily … Read more

    A Two Stage Stochastic Equilibrium Model for Electricity Markets with Two Way Contracts

  • Yue Wu
  • Huifu Xu
  • Dali Zhang
    • Categories Applications - OR and Management Sciences, Complementarity and Variational Inequalities

    This paper investigates generators’ strategic behaviors in contract signing in the forward market and power transaction in the electricity spot market. A stochastic equilibrium program with equilibrium constraints (SEPEC) model is proposed to characterize the interaction of generators’ competition in the two markets. The model is an extension of a similar model proposed by Gans, … Read more

    Fischer-Burmeister Complementarity Function on Euclidean Jordan Algebras

  • Lingchen Kong
  • Levent Tunçel
  • Naihua Xiu
    • Categories Complementarity and Variational Inequalities Tags , ,

    Recently, Gowda et al. [10] established the Fischer-Burmeister (FB) complementarity function (C-function) on Euclidean Jordan algebras. In this paper, we prove that FB C-function as well as the derivatives of the squared norm of FB C-function are Lipschitz continuous. Citation Research Report CORR 2007-17, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, … Read more

    An iterative approach for cone complementarity problems for nonsmooth multibody dynamics

  • Mihai Anitescu
  • Alessandro Tasora
    • Categories Complementarity and Variational Inequalities, Convex Optimization, Mechanical Engineering

    Aiming at a fast and robust simulation of large multibody systems with contacts and friction, this work presents a novel method for solving large cone complementarity problems by means of a fixed-point iteration. The method is an extension of the Gauss-Seidel and Gauss-Jacobi method with overrelaxation for symmetric convex linear complementarity problems. The method is … Read more

    An Algorithm for the Fast Solution of Linear Complementarity Problems

  • Jose Luis Morales
  • Jorge Nocedal
  • Mikhail Smelyanskiy
    • Categories Complementarity and Variational Inequalities Tags , ,

    This paper studies algorithms for the solution of mixed symmetric linear complementarity problems. The goal is to compute fast and approximate solutions of medium to large sized problems, such as those arising in computer game simulations and American option pricing. The paper proposes an improvement of a method described by Kocvara and Zowe that combines … Read more

    Monotonicity of L”{o}wner Operators and Its Applications to Symmetric Cone Complementarity Problems

  • Lingchen Kong
  • Levent Tunçel
  • Naihua Xiu
    • Categories Complementarity and Variational Inequalities, Generalized Convexity/Monoticity, Semi-definite Programming Tags , , , ,

    This paper focuses on monotone L\”{o}wner operators in Euclidean Jordan algebras and their applications to the symmetric cone complementarity problem (SCCP). We prove necessary and sufficient conditions for locally Lipschitz L\”{o}wner operators to be monotone, strictly monotone and strongly monotone. We also study the relationship between monotonicity and operator-monotonicity of L\”{o}wner operators. As a by-product … Read more