Cooperative Towing with Multiple Robots (2009)
Peng Cheng, Jon Fink, Vijay Kumar, Jong-shi Pang
In this paper, we address the cooperative towing of payloads by multiple mobile robots in the plane. Robots are attached via cables to a planar object or a pallet carrying a payload, and they...
A Two-Point Boundary-Value Approach for Planning Manipulation Tasks (2008)
Peng Song, Vijay Kumar, Jong-shi Pang
Abstract — We consider the problem of planning manipulation tasks in which rigid body dynamics are significant and the rigid bodies undergo frictional contacts. We develop a dynamic model with...
Jong-shi Pang, Defeng Sun, Jie Sun
Based on an inverse function theorem for a system of semismooth equations, this paper establishes several necessary and sufficient conditions for an isolated solution of a complementarity problem...
Likelihood Constrained Bi-Level Optimization of Classification Performance (2007)
Carey E. Priebe, Jong-Shi Pang, Tim E. Olson, Teresa L. Olson
¾ We wish to classify a high-dimensional observation as belonging to one of two classes. Toward that end, we present a bi-level optimization procedure for maximizing, conditional on observed...
Schulkin, Jinye Z., Hobbs, Benjamin F., Pang, Jong-Shi
A question in the design of carbon dioxide trading systems is how allowances are to be initially allocated: by auction, by giving away fixed amounts, or by allocating based on output, fuel, or other...
Distributed Power Allocation with Rate Constraints in Gaussian Parallel Interference Channels (2007)
Pang, Jong-Shi, Scutari, Gesualdo, Facchinei, Francisco, Wang, Chaoxiong
This paper considers the minimization of transmit power in Gaussian parallel interference channels, subject to a rate constraint for each user. To derive decentralized solutions that do not require...
Bilevel model selection for support vector machines (2007)
Gautam Kunapuli, Kristin P. Bennett, Jing Hu, Jong-shi Pang
Abstract. The successful application of Support Vector Machines (SVMs), kernel methods and other statistical machine learning methods requires selection of model parameters based on estimates of the...
On the Global Solution of Linear Programs with Linear Complementarity Constraints ∗† (2007)
Jing Hu, John E. Mitchell, Jong-shi Pang, Kristin P. Bennett, Gautam Kunapuli
This paper presents a parameter-free integer-programming based algorithm for the global resolution of a linear program with linear complementarity constraints (LPEC). The cornerstone of the algorithm...
Lexicographic Max-min Fairness in a Wireless Ad-hoc Network with Random (2006)
Xin Wang, Koushik Kar, Jong-shi Pang
We consider the lexicographic max-min fair rate control problem at the link layer in a random access wireless network. In lexicographic max-min fair rate allocation, the minimum link rates are...
Analysis of Iterative Waterfilling Algorithm for Multiuser Power Control (2006)
In modern digital subscriber line (DSL) systems where multiple users must coexist in the same frequency band, multiuser power control is an effective technique for reducing crosstalk interference and...
Model selection via bilevel optimization (2006)
Kristin P. Bennett, Jing Hu, Gautam Kunapuli, Jong-shi Pang
Abstract — A key step in many statistical learning methods used in machine learning involves solving a convex optimization problem containing one or more hyper-parameters that must be selected by...
We present an equivalent linear complementarity problem (LCP) formulation of the noncooperative Nash game resulting from the DSL power control problem. Based on this LCP reformulation, we establish...
Jong-shi Pang, Masao Fukushima
Abstract. In [1], a sequential penalty approach was presented for a quasi-variational inequality (QVI) with particular application to the generalized Nash game. To test the computational performance...
A Semi-Implicit Time-Stepping Model For Frictional Compliant Contact Problems (2004)
Song, Peng, Pang, Jong-Shi, Kumar, R. Vijay
In this paper, we formulate a semi-implicit time-stepping model for multibody mechanical systems with frictional, distributed compliant contacts. Employing a polyhedral pyramid model for the friction...
Design of Part Feeding and Assembly Processes with Dynamics (2004)
Song, Peng, Trinkle, J. C, Kumar, R. Vijay, Pang, Jong-Shi
We introduce computational support tools for the analysis and design of systems with multiple frictional contacts, with a focus on applications to part feeding and assembly processes. The tools rely...
On the Global Minimization of the Value-at-Risk (2004)
In this paper, we consider the nonconvex minimization problem of the value-at-risk (VaR) that arises from financial risk analysis. By considering this problem as a special linear program with linear...
And Assembly Processes, Peng Song, J. C. Trinkle, Vijay Kumar, Jong-shi Pang
We introduce a general methodology for the analysis and design of systems with multiple frictional contacts, with a specific focus on applications to part feeding and assembly processes. We derive...
Option Pricing and Linear Complementarity (2003)
Huang, Jacqueline, Pang, Jong-Shi
Many American option pricing models can be formulated as linear complementarity problems (LCPs) involving partial differential operators. While recent work with this approach has mainly addressed the...
Huang, Jacqueline, Pang, Jong-Shi
This paper presents a novel approach to deal with the computation of an implied volatility surface of American options written on a risky asset. The approach is based on the simple observation that...
Option Pricing and Linear Complementarity (2003)
Huang, Jacqueline, Pang, Jong-Shi
Many American option pricing models can be formulated as linear complementarity problems (LCPs) involving partial differential operators. While recent work with this approach has mainly addressed the...
Huang, Jacqueline, Pang, Jong-Shi
This paper presents a novel approach to deal with the computation of an implied volatility surface of American options written on a risky asset. The approach is based on the simple observation that...
On Solving Linear Complementarity Problems as Linear Programs. (2002)
Cottle, Richard W., Pang, Jong-Shi
Recently, the idea of solving certain classes of linear complementarity problems as linear programs was discussed. The present paper (1) demonstrates how these complementarity problems are related to...
A Least-Element Theory of Solving Linear Complementarity Problems as Linear Programs. (2002)
Cottle,Richard W., Pang,Jong-Shi
In a previous report the authors have established a least-element interpretation to Mangasarian's theory of formulating some linear complementarity problems as linear programs. In the present report...
A Least Element Theory of Solving Linear Complementarity Problems as Linear Programs. (2002)
Cottle,Richard W., Pang,Jong-Shi
A previous report established a least-element interpretation to Mangasarian's theory of formulating some linear complementarity problems as linear programs. The present report extends the previous...
Pang,Jong-Shi, Kaneko,Ikuyo, Hallman,Wayne P.
This paper discusses three important applications of a class of (parametric) linear complementarity problems arising independently from such diverse areas as portfolio analysis, structural...
Pang,Jong-Shi, Lee,Patrick S. C.
This paper presents a parametric linear complementarity technique for the computation of equilibrium prices in a single commodity spatial model. We first reformulate the model as a linear...
The purpose of this paper is to study some recent applications of the n by dn LCP solvable by a parametric principal pivoting algorithm (PPP algorithm). First, it is shown that by analyzing the n by...
Oligopolistic Competition in Power Networks: A Conjectured Supply Function Approach (2002)
Christopher J. Day, Benjamin F. Hobbs, Jong-shi Pang
www.ucei.org © 2002 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective...
Jong-Shi Pang, Masao Fukushima
The noncooperative multi-leader-follower game can be formulated as a generalized Nash equilibrium problem where each player solves a nonconvex mathematical program with equilibrium constraints. Two...
Jong-shi Pang, Defeng Sun, Jie Sun
Based on an inverse function theorem for a system of semismooth equations, this paper establishes several necessary and sufficient conditions for an isolated solution of a complementarity problem...
Strategic Gaming Analysis for Electric Power Systems: An MPEC Approach (2000)
Benjamin F. Hobbs, M. Ieee, Carolyn B. Metzler, Jong-shi Pang
Transmission constraints and market concentration may prevent power markets from being fully competitive, allowing rms to exercise market power and raise prices above marginal cost. We present a...
Jacqueline Huang, Jong-Shi Pang
This paper presents a novel approach to deal with the computation of an implied volatility surface of American options written on a risky asset. The approach is based on the simple observation that...
A Potential Reduction Newton Method for Constrained Equations (1999)
Extending our previous work [36], this paper presents a general potential reduction Newton method for solving a constrained system of nonlinear equations. A main convergence result for the method is...
Total stability of variational inequalities (1998)
Francisco Facchinei, Jong-shi Pang
Abstract. This paper studies the total stability of the solution set of a variational inequality when both the defining function and set are perturbed. Using a degree theoretic approach and...
Option Pricing and Linear Complementarity (1998)
Jacqueline Huang, Jong-Shi Pang
Many American option pricing models can be formulated as linear complementarity problems (LCPs) involving partial dierential operators. While recent work with this approach has mainly addressed the...
Jong-Shi Pang, Masao Fukushima
. With the aid of some novel complementarity constraint qualications, we derive some simplied primal-dual characterizations of a B-stationary point for a mathematical program with complementarity...
Jong-Shi Pang, Masao Fukushima
With the aid of some novel complementarity constraint qualifications, we derive some simplified primal-dual characterizations of a B-stationary point for a mathematical program with complementarity...
On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems (1997)
Extending our previous work Monteiro and Pang (1996), this paper studies properties of two fundamental mappings associated with the family of interior-point methods for solving monotone nonlinear...
A Potential Reduction Newton Method for Constrained Equations (1997)
Extending our previous work [11], this paper presents a general potential reduction Newton method for solving a constrained system of nonlinear equations. A main convergence result for the method is...
Error Bounds for Convex Inequality Systems (1996)
Using convex analysis, this paper gives a systematic and unified treatment for the existence of a global error bound for a convex inequality system. We establish a necessary and sufficient condition...
An Interior Point Potential Reduction Method for Constrained Equations (1995)
We study the problem of solving a constrained system of nonlinear equations by a combination of the classical damped Newton method for (unconstrained) smooth equations and the recent interior point...
The Extended Linear Complementarity Problem (1995)
Olvi L. Mangasarian, JONG-SHI PANG
. We consider an extension of the horizontal linear complementarityproblem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish...
On Dynamic Multi-Rigid-Body Contact Problems with Coulomb Friction (1995)
Jeff Trinkle, Jong-Shi Pang, Sandra Sudarsky, Grace Lo
. This paper is a summary of a comprehensive study of the problem of predicting the accelerations of a set of rigid, three-dimensional bodies in contact in the presence of Coulomb friction. We begin...
On Dynamic Multi-Rigid-Body Contact Problems with Coulomb Friction (1995)
Jeff Trinkle, Jong-Shi Pang, Sandra Sudarsky, Grace Lo
. This paper is summary of a comprehensive study of the problem of predicting the possible acceleration(s) of a set of rigid, three-dimensional bodies in contact in the presence of Coulomb friction....
A Complementarity Approach to a Quasistatic Multi-Rigid-Body Contact Problem (1994)
Jong-Shi Pang, Jeffrey C. Trinkle, Grace Lo
In this paper, we study the problem of predicting the quasistatic planar motion of a passive rigid body in frictional contact with a set of active rigid bodies. The active bodies can be thought of as...
The linear complementarity problem / Richard W. Cottle, Jong-Shi Pang, Richard E. Stone (1992)
Cottle, Richard, Pang, Jong-Shi, Stone, Richard E
Incluye bibliografía e índice
The Linear Complementarity Problem (1992)
O. L. Mangasarian, Jong-shi Pang
We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish...
Least element complementarity theory / (1976)
Thesis (Ph. D.)--Dept. of Operations Research, Stanford University, 1977.
RESUMEN RESUMEN Beginning with a proof of the existence of a discrete-time trajectory, this paper establishes the convergence of a time-stepping method for solving continuous-time,...
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Jong-Shi Pang, Masao Fukushima
The noncooperative multi-leader-follower game can be formulated as a generalized Nash equilibrium problem where each player solves a nonconvex mathematical program with equilibrium constraints. Two...
RESUMEN RESUMEN Beginning with a proof of the existence of a discrete-time trajectory, this paper establishes the convergence of a time-stepping method for solving continuous-time,...
On Dynamic Multi-Rigid-Body Contact Problems with Coulomb Friction
Jeff Trinkle, Jong-shi Pang, Sandra Sudarsky, Grace Lo
. This paper is summary of a comprehensive study of the problem of predicting the possible acceleration(s) of a set of rigid, three-dimensional bodies in contact in the presence of Coulomb friction....
Jong-Shi Pang, Jeffrey C. Trinkle
. In this paper, we study the problem of predicting the acceleration of a set of rigid, 3-dimensional bodies in contact with Coulomb friction. The nonlinearity of Coulomb's law leads to a...
Houyuan Jiang, Daniel Ralph, Jong-shi Pang
. We describe a technique for generating a special class, called QPEC, of mathematical programs with equilibrium constraints, MPEC. A QPEC is a quadratic MPEC, that is an optimization problem whose...
Dynamic Multi-Rigid-Body Systems with Concurrent Distributed Contacts
Jong-Shi Pang, Jeffrey C. Trinkle
. Consider a system of bodies with multiple concurrent contacts. The multi-rigid-body contact problem is to predict the accelerations of the bodies and the normal and friction loads acting at the...
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
Masao Fukushima, Jong-Shi Pang
This paper is concerned with some feasibility issues in mathematical programs with equilibrium constraints (MPECs) where additional joint constraints are present that must be satisfied by the state...