LDR 03221     2200349   4500
010    _a9780898716863
090    _a17004
101    _aeng
102    _aUS
100    _a20181112              frey50       
200    _aThe linear complementarity problem
       _fRichard W. Cottle, Jong-Shi Pang, Richard E. Stone
205    _arevised ed. of the 1992 original
210    _a Philadelphia
       _dcop. 2009 
215    _a1 vol. (xxvii-761 p.)
225    _9169327
       _aClassics in applied mathematics
320    _aBibliogr. p. 701-751. Index
330    _aIn this book, the authors attempt to include every major aspect of the LCP. They cover all topics of traditional and current importance, presenting them in a style consistent with a contemporary point of view, and providing the most comprehensive available list of references. This monograph is intended for readers with some background in linear algebra, linear programming and real analysis. All seven chapters of this volume are divided into sections. The opening chapter sets forth a precise statement of the linear complementarity problem and then offers a selection of settings in which such problems arise. Chapter 1 includes a number of other topics, such as equivalent formulations and generalizations of the LCP. The essential background materials needed for the rest of the book is collected in Chapter 2. Chapter 3 is concerned with questions on the existence and multiplicity to linear complementarity problems. Chapter 4 covers the better-known pivoting algorithms (notably principal pivoting methods and Lemkeā€™s method) for solving linear complementarity problems of various kinds; parametric versions are also presented. Algorithms of the latter sort (e.g., matrix splitting methods, a damped Newton method, and interior-point methods) are treated in Chapter 5. Chapter 6 offers a more geometric view of the linear complementarity problem. The concluding Chapter 7 focuses on sensitivity and stability analysis, the study of how small changes in the data affect various aspects of the problem (zbMath)
410    _9173967
       _tClassics in applied mathematics
676    _a2010
686    _20
       _bOperations research, mathematical programming
       _xInstructional exposition (textbooks, tutorial papers, etc.)
686    _20
       _bOperations research, mathematical programming -- Mathematical programming
       _xComplementarity and equilibrium problems and variational inequalities (finite dimensions)
686    _20
       _bOperations research, mathematical programming -- Mathematical programming
       _xQuadratic programming
686    _20
       _bNumerical analysis -- Mathematical programming, optimization and variational techniques
       _xMathematical programming methods
700    _4070
       _bRichard Warren
701    _4070
701    _4070
       _bRichard E.
856    _uhttps://mathscinet.ams.org/mathscinet-getitem?mr=3396730
856    _uhttps://zbmath.org/?q=an%3A1192.90001
905    _aaw
906    _aaw
001     17004
995    _f12529-01
       _xachat Ebsco
       _k90 COT
       _eSalle R
Languages: English | Français | |