The Linear Complementarity Problem
Part of Classics in Applied Mathematics
- Authors:
- Richard W. Cottle, Stanford University, California
- Jong-Shi Pang, University of Illinois, Urbana-Champaign
- Richard E. Stone
- Date Published: August 2009
- availability: Available in limited markets only
- format: Paperback
- isbn: 9780898716863
Paperback
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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. 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.
Read more- A new edition of the standard reference on the linear complementarity problem
- Revised to contain an updated bibliography
- Contains many exercises to aid student understanding
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×Product details
- Date Published: August 2009
- format: Paperback
- isbn: 9780898716863
- length: 184 pages
- dimensions: 227 x 153 x 40 mm
- weight: 1.04kg
- availability: Available in limited markets only
Table of Contents
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.
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