The linear complementarity problem

The linear complementarity problem

by Cottle, Richard

Type Book
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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. Readers will find a comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance; chapter-ending exercises and "Notes and References" sections that make it equally useful for a graduate-level course or for self-study;…

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Title Statements

  • Full title :The linear complementarity problem / Richard W. Cottle, Jong-Shi Pang, Richard E. Stone.

Summary

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. Readers will find a comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance; chapter-ending exercises and "Notes and References" sections that make it equally useful for a graduate-level course or for self-study; corrections and revisions of difficult passages from the 1992 edition; and an updated bibliography. Audience: researchers and graduate students in fields including optimization, game theory, and finance, and diverse engineering disciplines, especially computer science and mechanical engineering

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Edition Statements

  • Publication Date:2009.
  • Edition:SIAM ed., [Classics ed.]

Publication Statements

Notes

Originally published: Boston : Academic Press, ©1992.

The Physical Object

  • Description:1 online resource (xxvii, 761 pages) : illustrations.

Edition Identifiers

  • ISBN:9780898719000, 0898719003
  • oclc:ocn693777495
  • LC Classification:QA402.5
  • Dewey Decimal:519.7/6

Table of Contents

Introduction -- Background -- Existence and multiplicity -- Pivoting methods -- Iterative methods -- Geometry and degree theory -- Sensitivity and stability analysis.

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Subjects

ALGORITHMS Complementarity Equilibrium Linear complementarity problem matrices Optimization Problèmes de la complémentarité linéaire

Writers

Cottle, Richard Pang, Jong-Shi Stone, Richard E.

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