The Linear Complementarity Problem
The Linear Complementarity Problem
Richard W. Cottle, Stanford University, California
Jong-Shi Pang, University of Illinois, Urbana-Champaign
Richard E. Stone
Jong-Shi Pang, University of Illinois, Urbana-Champaign
Richard E. Stone
No date available
Paperback
9780898716863
Paperback
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.
- 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
Product details
No date availablePaperback
9780898716863
184 pages
227 × 153 × 40 mm
1.04kg
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.
