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

Song Wang 0004, Kai Zhang. An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. Optimization Letters, 12(6):1161-1178, 2018. [doi]

@article{WangZ18-52,
  title = {An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering},
  author = {Song Wang 0004 and Kai Zhang},
  year = {2018},
  doi = {10.1007/s11590-016-1050-4},
  url = {https://doi.org/10.1007/s11590-016-1050-4},
  researchr = {https://researchr.org/publication/WangZ18-52},
  cites = {0},
  citedby = {0},
  journal = {Optimization Letters},
  volume = {12},
  number = {6},
  pages = {1161-1178},
}