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The Application Of Linear Complementarity Problem In The Economics

Posted on:2011-09-26Degree:MasterType:Thesis
Country:ChinaCandidate:L R FengFull Text:PDF
GTID:2120360305460255Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
The linear complementarity problem (LCP) is an important branch in mathematical programming, which is powerful in describing equilibrium condition. There has been built a fruitful system of LCP since 1960's, consisting of theory, algorithms and applications. In the thesis, we investigate the application of LCP in bimatrix game appeared in economics. We collect some application of bimatrix game and effectively solve them, by employing two kinds of algorithms within the branch of the interior point method of LCP.
Keywords/Search Tags:linear complementarity problem, bimatrix game, interior point method, potential reduce method, path following method
PDF Full Text Request
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