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• W2138272465 abstract "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 options pricing. The paper proposes an improvement of a method described by Kocvara and Zowe (Numer Math 68:95–106, 1994) that combines projected Gauss–Seidel iterations with subspace minimization steps. The proposed algorithm employs a recursive subspace minimization designed to handle severely ill-conditioned problems. Numerical tests indicate that the approach is more efficient than interior-point and gradient projection methods on some physical simulation problems that arise in computer game scenarios." @default.
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• W2138272465 date "2008-09-23" @default.
• W2138272465 modified "2023-09-26" @default.
• W2138272465 title "An algorithm for the fast solution of symmetric linear complementarity problems" @default.
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• W2138272465 doi "https://doi.org/10.1007/s00211-008-0183-5" @default.
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