The linear complementarity problem

✍ Scribed by Cottle R.W., Pang J.S., Stone R.E.

• Publisher: SIAM
• Year: 2009
• Tongue: English
• Leaves: 789
• Series: Classics in Applied Mathematics
• Category: Library

✦ Synopsis

Awarded the Frederick W. Lanchester Prize in 1994 for its valuable contributions to operations research and the management sciences, this mathematically rigorous book remains the standard reference on the linear complementarity problem. Its comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance, plus chapter-ending exercises and Notes and References sections make it equally useful for a graduate-level course or for self-study. For this new edition the authors have corrected typographical errors, revised difficult or faulty passages, and updated the bibliography. Audience: This book is intended for researchers and graduate students in various fields including optimization, game theory, and finance, and diverse engineering disciplines, especially computer science and mechanical engineering. Contents: Preface to the Classics Edition; Preface; Glossary of Notation; Numbering System; Chapter 1: Introduction; Chapter 2: Background; Chapter 3: Existence and Multiplicity; Chapter 4: Pivoting Methods; Chapter 5: Iterative Methods; Chapter 6: Geometry and Degree Theory; Chapter 7: Sensitivity and Stability Analysis; Bibliography; Index.