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" The linear complementarity problem "
Richard W. Cottle, Jong-Shi Pang, Richard E. Stone.
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BL
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| Record Number
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679879
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b502068
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| Main Entry
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Cottle, Richard.
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| Title & Author
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The linear complementarity problem\ Richard W. Cottle, Jong-Shi Pang, Richard E. Stone.
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| Edition Statement
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SIAM ed., [Classics ed.].
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| Publication Statement
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Philadelphia, Pa. :: Society for Industrial and Applied Mathematics,, 2009.
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| Series Statement
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Classics in applied mathematics ;; 60.
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| Page. NO
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1 online resource (xxvii, 761 p.) :: ill.
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| ISBN
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9780898719000 (electronic bk.)
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0898716861 (print)
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9780898716863 (print)
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| Notes
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Originally published: Boston : Academic Press, c1992.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Introduction -- Background -- Existence and multiplicity -- Pivoting methods -- Iterative methods -- Geometry and degree theory -- Sensitivity and stability analysis.
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| Abstract
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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. Readers will find a comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance; chapter-ending exercises and "Notes and References" sections that make it equally useful for a graduate-level course or for self-study; corrections and revisions of difficult passages from the 1992 edition; and an updated bibliography. Audience: researchers and graduate students in fields including optimization, game theory, and finance, and diverse engineering disciplines, especially computer science and mechanical engineering.
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| Subject
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Linear complementarity problem.
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| Dewey Classification
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519.7/6
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| LC Classification
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QA402.5.C68 2009
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| Added Entry
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Pang, Jong-Shi.
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Stone, Richard E.
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Society for Industrial and Applied Mathematics.
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