Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...

The eigenvalue complementarity problem (EiCP) represents a class of mathematical challenges where the determination of eigenvalues and corresponding eigenvectors is constrained by complementarity ...

The finite-difference value function of an American put option can be computed by solving a sequence of linear complementarity problems (LCPs). The stateof- the-art methods that solve these equations ...