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The Linear Complementarity Problem

  • 1st Edition - February 4, 1992
  • Latest edition
  • Authors: Richard W. Cottle, Jong-Shi Pang, Richard E. Stone
  • Language: English

During the past twenty years, the linear complementarity problem has emerged as an important development in mathematical programming and numerical linear algebra. The Linear Co… Read more

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Description

During the past twenty years, the linear complementarity problem has emerged as an important development in mathematical programming and numerical linear algebra. The Linear Complementarity Problem is a text designed to be suitable for both classroom use and as a references for researchers. The book is ideal for graduate students pursuing an advanced degree in operations research, but it is also of importance for many related fields of study, such as: computer science, applied mathematics, engineering, business studies, etc.

Key features


@bul:* First comprehensive introductory text on the linear complementarity problem (LCP).
* Involves all three major aspects on the LCP: theory, applications, and computation.
* Text includes numerous exercises to illustrate the theory and computational procedures presented.

Readership

Students and researchers in operations research, applied mathematics, numerical analysis, mathematical economics, engineering, and business.

Table of contents

Introduction.
Background.
Existence and Multiplicity.
Pivoting Methods.
Iterative Methods.
Geometry and Degree Theory.
Sensitivity and Stability Analysis.
Chapter Notes and References.
Bibliography.
Index.

Product details

  • Edition: 1
  • Latest edition
  • Published: February 4, 1992
  • Language: English

About the authors

RC

Richard W. Cottle

Affiliations and expertise
Stanford University, California, U.S.A.

JP

Jong-Shi Pang

Affiliations and expertise
Johns Hopkins University, Baltimore, Maryland, U.S.A.

RS

Richard E. Stone

Affiliations and expertise
Northwestern Airlines, Inc., St. Paul, Minnesota, U.S.A.