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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity ProblemYin Zhang. siamjo, 4(1):208-227, 1994. [doi]
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