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. * 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.

The Linear Complementarity Problem (Computer Science and Scientific Computing)

Business & Money

Pang, Jong-Shi

Cottle, Richard W.

Stone, Richard E.

Economics

Academic Press

This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.

Finite-Dimensional Variational Inequalities and Complementarity Problems (Springer Series in Operations Research and Financial Engineering)

Facchinei, Francisco

Springer

This is part two of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It details algorithms for solving finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.

Mathematical Programs with Equilibrium Constraints

This book provides a solid foundation and an extensive study for Mathematical Programs with Equilibrium Constraints (MPEC). It begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalization, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty based interior point algorithm, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modeling of many practical problems.

Science & Math

Luo, Zhi-Quan

Ralph, Daniel

Mathematics

Cambridge University Press

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. Its comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance, plus chapter-ending exercises and 'Notes and References' sections make it equally useful for a graduate-level course or for self-study. For this new edition the authors have corrected typographical errors, revised difficult or faulty passages, and updated the bibliography.

The Linear Complementarity Problem (Classics in Applied Mathematics)

Society for Industrial and Applied Mathematics

This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.

This book contains three well-written research tutorials that inform the graduate reader about the forefront of current research in multi-agent optimization. These tutorials cover topics that have not yet found their way in standard books and offer the reader the unique opportunity to be guided by major researchers in the respective fields. Multi-agent optimization, lying at the intersection of classical optimization, game theory, and variational inequality theory, is at the forefront of modern optimization and has recently undergone a dramatic development. It seems timely to provide an overview that describes in detail ongoing research and important trends. This book concentrates on Distributed Optimization over Networks; Differential Variational Inequalities; and Advanced Decomposition Algorithms for Multi-agent Systems. This book will appeal to both mathematicians and mathematically oriented engineers and will be the source of inspiration for PhD students and researchers.

Multi-agent Optimization: Cetraro, Italy 2014 (C.I.M.E. Foundation Subseries)

Sun, Ying

Nedić, Angelia

Scutari, Gesualdo

Reference

See the best price to sell, buy, or rent books by Pang, Jong-Shi. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Pang, Jong-Shi

See the best price to sell, buy, or rent books by Pang, Jong-Shi. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

The Linear Complementarity Problem (Computer Science and Scientific Computing)

Finite-Dimensional Variational Inequalities and Complementarity Problems (Springer Series in Operations Research and Financial Engineering)

Finite-Dimensional Variational Inequalities and Complementarity Problems (Springer Series in Operations Research and Financial Engineering)

Mathematical Programs with Equilibrium Constraints

Mathematical Programs with Equilibrium Constraints

The Linear Complementarity Problem (Classics in Applied Mathematics)

Finite-Dimensional Variational Inequalities and Complementarity Problems (Springer Series in Operations Research and Financial Engineering)

Finite-Dimensional Variational Inequalities and Complementarity Problems (Springer Series in Operations Research and Financial Engineering)

Multi-agent Optimization: Cetraro, Italy 2014 (C.I.M.E. Foundation Subseries)