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The Linear Complementarity ProblemThe Linear Complementarity Problem

Richard W. Cottle, Jong-Shi Pang, and Richard E. Stone



Classics in Applied Mathematics 60

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
This book is intended for researchers and graduate students in various fields including optimization, game theory, and finance, and diverse engineering disciplines, especially computer science and mechanical engineering.

Contents
Preface to the Classics Edition;
Preface;
Glossary of Notation;
Numbering System;
Chapter 1: Introduction;
Chapter 2: Background;
Chapter 3: Existence and Multiplicity;
Chapter 4: Pivoting Methods;
Chapter 5: Iterative Methods;
Chapter 6: Geometry and Degree Theory;
Chapter 7: Sensitivity and Stability Analysis;
Bibliography;
Index

About the Authors
Richard W. Cottle is Professor Emeritus of the Department of Management Science and Engineering at Stanford University. His main research interests are complementarity theory, linear and nonlinear programming, and matrix theory.

Jong-Shi Pang is the Caterpillar Professor and Head of the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana-Champaign. He won the 2003 George B. Dantzig Prize awarded jointly by the Mathematical Programming Society and SIAM for his work on finite-dimensional variational inequalities.

Richard E. Stone is a Principal in Information Technology at Delta Air Lines. He worked in academia as Assistant Professor in the Graduate School of Business Administration at Harvard University before his initial job in industry at AT&T Bell Laboratories, where he was employed when this book was written.

Keywords
complementarity, equilibrium, optimization, algorithms, matrices

2009 / xxviii + 761 pages / Softcover
ISBN: 978-0-898716-86-3 
List Price $95.00 / SIAM Member Price $66.50 / Order Code CL60
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