The Linear Complementarity Problem (Google eBook)
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.
What people are saying - Write a review
We haven't found any reviews in the usual places.
Other editions - View all
accumulation point afﬁne algorithm arbitrary assume assumption basic variables blocking variable bounded column complementary cone computational condition cone containing containing q convergence convex convex set copositive Corollary Cottle deﬁned degenerate complementary cone denote driving variable equations equivalent facet feasible ﬁnd ﬁnite number ﬁrst ﬁxed follows function given Hence implies index set inequality intersection iterative methods LCP q LCP q,M Lemke’s method Lemma Let M G linear complementarity problem linear programming major cycle mapping matrix class nonbasic nondegeneracy nondegenerate nonempty nonlinear nonlinear complementarity problem nonnegative nonsingular nonzero norm optimal orthant P-matrix parametric pivoting method positive deﬁnite positive semi-deﬁnite principal submatrix Proof Proposition q G R quadratic program result satisﬁes scalar scheme Schur complement Section semimonotone sequence SOL(q solution of q solves the LCP speciﬁc Step strictly strongly degenerate submatrix subproblem sufﬁcient Suppose Theorem unique solution variational inequality vector q well-deﬁned zero