Linear Complementarity Problem

Häftad, Engelska, 2009

Del i serien Classics in Applied Mathematics

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2009-07-30
Mått:152 x 229 x 40 mm
Vikt:1 047 g
Format:Häftad
Språk:Engelska
Serie:Classics in Applied Mathematics
Antal sidor:788
Förlag:Society for Industrial & Applied Mathematics,U.S.
ISBN:9780898716863

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Mer om författaren

Richard W. Cottle is Professor Emeritus of the Department of Operations Research at Stanford University. His main research interests are complementarity theory, linear and nonlinear programming, and matrix theory. Jong-Shi Pang is the Caterpillar Professor and Head of the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana-Champaign. He won the 2003 George B. Dantzig Prize awarded jointly by the Mathematical Programming Society and SIAM for his work on finite-dimensional variational inequalities. Richard E. Stone is a Principal in Information Technology at Delta Air Lines. He worked in academia as Assistant Professor in the Graduate School of Business Administration at Harvard University before his initial job in industry at AT&T Bell Laboratories, where he was employed when this book was written.

Innehållsförteckning

Preface to the Classics EditionPrefaceGlossary of NotationNumbering SystemChapter 1: IntroductionChapter 2: BackgroundChapter 3: Existence and MultiplicityChapter 4: Pivoting MethodsChapter 5: Iterative MethodsChapter 6: Geometry and Degree TheoryChapter 7: Sensitivity and Stability AnalysisBibliographyIndex.