Analysis, Modeling and Simulation Laboratory, Morocco


One of my research interests is solving the Linear complementarity Problem LCP. This problem is a general problem which unifies linear and quadratic programs and bimatrix games. The study of LCP has led to many far reaching benefits. For example, an algorithm known as the complementary pivot algorithm first developed for solving LCPs, has been generalized in a direct manner to yield efficient algorithms for computing Brouwer and Kakutani fixed points, for computing economic equilibria, and for solving systems of nonlinear equations and nonlinear programming problems. Also, iterative methods developed for solving LCPs hold great promise for handling very large scale linear programs which cannot be tackled with the well known simplex method because of their large size and the consequent numerical difficulties. For these reasons the study of LCP offers rich rewards for people learning or doing research in optimization or engaged in practical applications of optimization.

Biography Updated on 22 November 2017