An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

In this work we study an interior penalty method for a finite-dimensional large-scale linear complementarity problem (LCP) arising often from the discretization of stochastic optimal problems in financial engineering. In this approach, we approximate the LCP by a nonlinear algebraic equation contain...

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Main Authors: Wang, Song, Zhang, K.
Format: Journal Article
Published: Springer Verlag 2018
Online Access:http://hdl.handle.net/20.500.11937/69495
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author Wang, Song
Zhang, K.
author_facet Wang, Song
Zhang, K.
author_sort Wang, Song
building Curtin Institutional Repository
collection Online Access
description In this work we study an interior penalty method for a finite-dimensional large-scale linear complementarity problem (LCP) arising often from the discretization of stochastic optimal problems in financial engineering. In this approach, we approximate the LCP by a nonlinear algebraic equation containing a penalty term linked to the logarithmic barrier function for constrained optimization problems. We show that the penalty equation has a solution and establish a convergence theory for the approximate solutions. A smooth Newton method is proposed for solving the penalty equation and properties of the Jacobian matrix in the Newton method have been investigated. Numerical experimental results using three non-trivial test examples are presented to demonstrate the rates of convergence, efficiency and usefulness of the method for solving practical problems.
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publishDate 2018
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spelling curtin-20.500.11937-694952019-06-17T01:15:13Z An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering Wang, Song Zhang, K. In this work we study an interior penalty method for a finite-dimensional large-scale linear complementarity problem (LCP) arising often from the discretization of stochastic optimal problems in financial engineering. In this approach, we approximate the LCP by a nonlinear algebraic equation containing a penalty term linked to the logarithmic barrier function for constrained optimization problems. We show that the penalty equation has a solution and establish a convergence theory for the approximate solutions. A smooth Newton method is proposed for solving the penalty equation and properties of the Jacobian matrix in the Newton method have been investigated. Numerical experimental results using three non-trivial test examples are presented to demonstrate the rates of convergence, efficiency and usefulness of the method for solving practical problems. 2018 Journal Article http://hdl.handle.net/20.500.11937/69495 10.1007/s11590-016-1050-4 Springer Verlag fulltext
spellingShingle Wang, Song
Zhang, K.
An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
title An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
title_full An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
title_fullStr An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
title_full_unstemmed An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
title_short An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
title_sort interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
url http://hdl.handle.net/20.500.11937/69495