
The Linear Complementarity Problem
Society for Industrial and Applied Mathematics (SIAM) (Publisher)
Published on 27. August 2009
Book
Paperback/Softback
184 pages
978-0-89871-686-3 (ISBN)
Description
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.
More details
Edition
Siam Classics edition
Language
English
Place of publication
Philadelphia
United States
Target group
Professional and scholarly
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 247 mm
Width: 174 mm
Thickness: 40 mm
Weight
1039 gr
ISBN-13
978-0-89871-686-3 (9780898716863)
Schweitzer Classification
Persons
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.
Content
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.