| Finite-Dimensional Variational Inequalities and Complementarity Problems 2003 Edition Contributor(s): Facchinei, Francisco (Author), Pang, Jong-Shi (Author) |
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ISBN: 0387955801 ISBN-13: 9780387955803 Publisher: Springer OUR PRICE: $113.99 Product Type: Hardcover - Other Formats Published: February 2003 Annotation: This comprehensive book presents a rigorous and state-of-the-art treatment of variational inequalities and complementarity problems in finite dimensions. This class of mathematical programming problems provides a powerful framework for the unified analysis and development of efficient solution algorithms for a wide range of equilibrium problems in economics, engineering, finance, and applied sciences. New research material and recent results, not otherwise easily accessible, are presented in a self-contained and consistent manner. The book is published in two volumes, with the first volume concentrating on the basic theory and the second on iterative algorithms. Both volumes contain abundant exercises and feature extensive bibliographies. Written with a wide range of readers in mind, including graduate students and researchers in applied mathematics, optimization, and operations research as well as computational economists and engineers, this book will be an enduring reference on the subject and provide the foundation for its sustained growth. |
| Additional Information |
| BISAC Categories: - Mathematics | Calculus - Medical - Business & Economics | Operations Research |
| Dewey: 515.64 |
| LCCN: 2002042739 |
| Series: Springer Series in Operations Research |
| Physical Information: 1.44" H x 6.38" W x 9.56" (2.44 lbs) 693 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The ?nite-dimensional nonlinear complementarity problem (NCP) is a s- tem of ?nitely many nonlinear inequalities in ?nitely many nonnegative variables along with a special equation that expresses the complementary relationship between the variables and corresponding inequalities. This complementarity condition is the key feature distinguishing the NCP from a general inequality system, lies at the heart of all constrained optimi- tion problems in ?nite dimensions, provides a powerful framework for the modeling of equilibria of many kinds, and exhibits a natural link between smooth and nonsmooth mathematics. The ?nite-dimensional variational inequality (VI), which is a generalization of the NCP, provides a broad unifying setting for the study of optimization and equilibrium problems and serves as the main computational framework for the practical solution of a host of continuum problems in the mathematical sciences. The systematic study of the ?nite-dimensional NCP and VI began in the mid-1960s; in a span of four decades, the subject has developed into a very fruitful discipline in the ?eld of mathematical programming. The - velopments include a rich mathematical theory, a host of e?ective solution algorithms, a multitude of interesting connections to numerous disciplines, and a wide range of important applications in engineering and economics. As a result of their broad associations, the literature of the VI/CP has bene?ted from contributions made by mathematicians (pure, applied, and computational), computer scientists, engineers of many kinds (civil, ch- ical, electrical, mechanical, and systems), and economists of diverse exp- tise (agricultural, computational, energy, ?nancial, and spatial). |