The Linear Complementarity Problem

A revised edition of the standard reference on the linear complementarity problem.

Richard W. Cottle (Author), Jong-Shi Pang (Author), Richard E. Stone (Author)

9780898716863, Society for Industrial and Applied Mathematics

Paperback / softback, published 27 August 2009

184 pages
22.7 x 15.3 x 4 cm, 1.04 kg

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.

Preface to the Classics Edition
Preface
Glossary of notation
Numbering system
1. Introduction
2. Background
3. Existence and multiplicity
4. Pivoting methods
5. Iterative methods
6. Geometry and degree theory
7. Sensitivity and stability analysis
Bibliography
Index.

Subject Areas: Applied mathematics [PBW], Operational research [KJT]