Fang, S.-C.; Han, J.; Huang, Z.; Birbil, S.I. - Erasmus University Rotterdam, Econometric Institute - 2002
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity problem (VLCP) can be treated as a family of parameterized smooth equations. A Newton-type method with a testing procedure is proposed to solve such a system. We show that the...