The eigenvalue complementarity problem

In this paper an eigenvalue complementarity problem (EiCP) is studied, which finds its origins in the solution of a contact problem in mechanics. The EiCP is shown to be equivalent to a Nonlinear Complementarity Problem, a Mathematical Programming Problem with Complementarity Constraints and a Global Optimization Problem. A finite Reformulation–Linearization Technique (Rlt)-based tree search algorithm is introduced for processing the EiCP via the lattermost of these formulations. Computational experience is included to highlight the efficacy of the above formulations and corresponding techniques for the solution of the EiCP.     

An enumerative method for the solution of linear complementarity problems

In this paper an enumerative method for the solution of the Linear Complementarity Problem (LCP) is presented. This algorithm either finds all the solutions of any general LCP (that is, no assumption is made concerning the class of the matrix), or it establishes that no such solution exists. The method is extended to the Second Linear Complementarity Problem (SLCP), A new problem which has been introduced for the solution of a general quadratic program.     

The symmetric eigenvalue complementarity problem

In this paper the Eigenvalue Complementarity Problem (EiCP) with real symmetric matrices is addressed. It is shown that the symmetric (EiCP) is equivalent to finding an equilibrium solution of a differentiable optimization problem in a compact set. A necessary and sufficient condition for solvability is obtained which, when verified, gives a convenient starting point for any gradient-ascent local optimization method to converge to a solution of the (EiCP). It is further shown that similar results apply to the Symmetric Generalized Eigenvalue Complementarity Problem (GEiCP). Computational tests show that these reformulations improve the speed and robustness of the solution methods.

     

The extended linear complementarity problem

In this paper we define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). We show that the ELCP can be viewed as a kind of unifying framework for the LCP and its various generalizations. We study the general solution set of an ELCP and we develop an algorithm to find all its solutions. We also show that the general ELCP is an NP-hard problem.This paper presents research results of the Belgian programme on interuniversity attraction poles (IUAP-50) initiated by the Belgian State, Prime Minister's Office for Science, Technology and Culture. The scientific responsibility is assumed by its authors.Supported by the N.F.W.O. (Belgian National Fund for Scientific Research).     

On the equivalence of linear complementarity problems

We show that the Extended Linear Complementarity Problem (ELCP) can be recast as a standard Linear Complementarity Problem (LCP) provided that the surplus variables or the feasible set of the ELCP are bounded. Since many extensions of the LCP are special cases of the ELCP, this implies that these extensions can be rewritten as an LCP as well. Our equivalence proof is constructive and leads to three possible numerical solution methods for a given ELCP: regular ELCP algorithms, mixed integer linear programming algorithms, and regular LCP algorithms.     

On the Solution of the Inverse Eigenvalue Complementarity Problem

In this paper, we discuss the solution of an Inverse Eigenvalue Complementarity Problem. Two nonlinear formulations are presented for this problem. A necessary and sufficient condition for a stationary point of the first of these formulations to be a solution of the problem is established. On the other hand, to assure global convergence to a solution of this problem when it exists, an enumerative algorithm is designed by exploiting the structure of the second formulation. The use of additional implied constraints for enhancing the efficiency of the algorithm is also discussed. Computational results are provided to highlight the performance of the algorithm.     

A parallel algorithm for solving the linear complementarity problem

The concept of multitasking mathematical programs is discussed, and an application of multitasking to the multiple-cost-row linear programming problem is considered. Based on this, an algorithm for solving the Linear Complementarity Problem (LCP) in parallel is presented. A variety of computational results are presented using this multitasking approach on the CRAY X-MP/48. These results were obtained for randomly generated LCP's where thenxn dense matrixM has no special properties (hence, the problem is NP-hard). based on these results, an average time performance ofO(n ⁴) is observed.     

Kneser''s theorem and the multivalued generalized order complementarity problem

The Generalized Order Complementarity Problem studied by Isac and Kostreva is extended to multivalued mappings satisfying a condition proposed by Kneser. Existence of solutions to a related fixed point problem leads to existence theory for the new type of complementarity problem. Some important applications include problems in lubrication and in economics in which functions are set valued.     

A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathematical Programming Problems with Equilibrium Constraints

In this paper a branch-and-bound algorithm is proposed for finding a global minimum to a Mathematical Programming Problem with Complementarity (or Equilibrium) Constraints (MPECs), which incorporates disjunctive cuts for computing lower bounds and employs a Complementarity Active-Set Algorithm for computing upper bounds. Computational results for solving MPECs associated with Bilivel Problems, NP-hard Linear Complementarity Problems, and Hinge Fitting Problems are presented to highlight the efficacy of the procedure in determining a global minimum for different classes of MPECs.     

Projection formulation of the cavitation problem in elastohydrodynamic lubrication contact

This contribution presents an alternative numerical method on how to find the cavitation region in elastohydrodynamic (EHD) lubrication using an augmented Lagrangian approach. A theoretical framework for the use of a projection formulation instead of a Linear Complementarity Problem (LCP) is given and the application to multibody systems with EHD contacts is shown. With this new formulation the cavitation condition can be covered by an additional algebraic equation. The projection formulation is applied to the steady-state as well as to the dynamic, mass conservative treatment of the cavitation problem. A numerical verification is given for a rigid rotor with unbalance in an elastic bearing. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Multibody elastic contact analysis by quadratic programming

A quadratic programming method for contact problems is extended to a general problem involving contact ofn elastic bodies. Sharp results of quadratic programming theory provide an equivalence between the originaln-body contact problem and the simplex algorithm used to solve the quadratic programming problem. Two multibody examples are solved to illustrate the technique.     

Finite element and boundary element contact stress analysis with remeshing technique

The fundamental part of the contact stress problem solution using a finite element method is to locate possible contact areas reliably and efficiently. In this research, a remeshing technique is introduced to determine the contact region in a given accuracy. In the proposed iterative method, the meshes near the contact surface are modified so that the edge of the contact region is also an element’s edge. This approach overcomes the problem of surface representation at the transition point from contact to non-contact region. The remeshing technique is efficiently employed to adapt the mesh for more precise representation of the contact region. The method is applied to both finite element and boundary element methods. Overlapping of the meshes in the contact region is prevented by the inclusion of displacement and force constraints using the Lagrange multipliers technique. Since the method modifies the mesh only on the contacting and neighbouring region, the solution to the matrix system is very close to the previous one in each iteration. Both direct and iterative solver performances on BEM and FEM analyses are also investigated for the proposed incremental technique. The biconjugate gradient method and LU with Cholesky decomposition are used for solving the equation systems. Two numerical examples whose analytical solutions exist are used to illustrate the advantages of the proposed method. They show a significant improvement in accuracy compared to the solutions with fixed meshes.     

Global stability of a two-species piecewise linear volterra ecosystem

This paper extends the results of Goh [1], and Takeuchi and Adachi [2,3] concerning the generalized linear Volterra model. We introduce a piecewise linear Volterra model for a two- species system. The solution of the steady-state problem is then shown to be equivalent to finding the solution to the Generalized Linear Complementarity Problem. We show when this nonnegative equilibrium is unique and globally asymptotically stable in the sense of Goh [1].     

A general FE computer program for 3D incremental analysis of frictional contact problems of elastoplasticity

The paper presents an original computer program PLAST for incremental analysis of 3D geometrically (unknown geometry of contact) and physically (frictional) non-linear contact problems of elasticity (thermoelasticity) or elastoplasticity (thermoelastoplasticity ) with or without strain hardening. Linearized contact problems of elastoplasticity and elasticity can also be analyzed. The program is based on the general algorithm combining different procedures for Coulomb and elasto-Coulombian friction models with or without hardening. All the friction terms for both the models are consistently defined as global (on the level of structure nodes). The program is assigned for large moving or stationary technological structures consisting of two bodies in contact with or without manufacturing or assemblage deviations. The capabilities of the program include strain and stress, stress concentration and contact analyses. The program can cooperate with commercial pre- and postprocessors. Verification of the program is based on calculations of test examples that can be easily checked analytically. Usefulness of the program for technological problems is supported with real turbomachinery blade attachment calculations.     

On the numerical solution of the quadratic eigenvalue complementarity problem

The Quadratic Eigenvalue Complementarity Problem (QEiCP) is an extension of the Eigenvalue Complementarity Problem (EiCP) that has been introduced recently. Similar to the EiCP, the QEiCP always has a solution under reasonable hypotheses on the matrices included in its definition. This has been established in a previous paper by reducing a QEiCP of dimension n to a special 2n-order EiCP. In this paper we propose an enumerative algorithm for solving the QEiCP by exploiting this equivalence with an EiCP. The algorithm seeks a global minimum of a special Nonlinear Programming Problem (NLP) with a known global optimal value. The algorithm is shown to perform very well in practice but in some cases terminates with only an approximate optimal solution to NLP. Hence, we propose a hybrid method that combines the enumerative method with a fast and local semi-smooth method to overcome the latter drawback. This algorithm is also shown to be useful for computing a positive eigenvalue for an EiCP under similar assumptions. Computational experience is reported to demonstrate the efficacy and efficiency of the hybrid enumerative method for solving the QEiCP.     

Investigation of Nash Equilibrium existence involving complementarity-constrained pricing models

The goal of this paper is to study Nash Equilibrium (NE) existence of some game-theoretic pricing models. In Soon et al. [17], deterministic pricing models incorporating a complete demand system were proposed. As in those models, the demand function is defined via a Nonlinear Complementarity Problem (NCP), the models’ pricing constraints include complementarity conditions. When incorporated within a game, the best response problem facing each seller is a Mathematical Program with Equilibrium Constraints. A randomized version of this pricing problem will be introduced in this work and the issue of NE existence will be discussed for both the deterministic and random pricing games.     

单调线性互补问题的最小原则(Ⅰ)

本文的主要结果可概括为以下两部分：１．在文［１］基础上给出单调线性互补问题（ＭＬＣＰ）最小原则的形式和提出在有限步内可求出ＭＬＣＰ解集的两种方法；２．导出仅用ＭＬＣＰ的一个解的梯度和约束集即可刻划ＭＬＣＰ解集的充要条件．     

Some perturbation results for the Linear Complementarity Problem

It has been shown previously that the Linear Complementarity Problem is stable when the defining matrix is positive semidefinite and when (locally) the set of solutions is nonempty and bounded. We enlarge the class of matrices for which this is true and also demonstrate how the boundedness condition leads to other stability type questions.