| Complementarity: Applications, Algorithms and Extensions 2001 Edition Contributor(s): Ferris, Michael C. (Editor), Mangasarian, Olvi L. (Editor), Jong-Shi Pang (Editor) |
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ISBN: 0792368169 ISBN-13: 9780792368168 Publisher: Springer OUR PRICE: $161.49 Product Type: Hardcover - Other Formats Published: February 2001 Annotation: This volume contains a collection of papers from experts in the field of complementarity on state-of-the-art applications, algorithms, extensions and theory, resulting in a contemporary view of the complete field of complementarity.The impact of complementarity in such diverse fields as deregulation of electricity markets, engineering mechanics, optimal control and asset pricing is described using both survey and current research articles. The papers outline problem classes where complementarity can be used to model both physical and structural phenomena in ways that lead to new solution approaches. The novel application of complementarity and optimization ideas to problems in the burgeoning fields of machine learning and data mining is covered.New algorithmic advances including preprocessing and nonmonotone searches, extensions of computational methods using tools from nonsmooth analysis, and related theory for mathematical programs with equilibrium constraints is also detailed.Audience: Researchers and advanced students working in optimization and management sciences. |
| Additional Information |
| BISAC Categories: - Mathematics | Game Theory - Mathematics | Linear & Nonlinear Programming - Computers | Computer Science |
| Dewey: 519.3 |
| LCCN: 2001016473 |
| Series: Applied Optimization |
| Physical Information: 0.94" H x 6.14" W x 9.21" (1.67 lbs) 404 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This volume presents state-of-the-art complementarity applications, algorithms, extensions and theory in the form of eighteen papers. These at the International Conference on Com- invited papers were presented plementarity 99 (ICCP99) held in Madison, Wisconsin during June 9-12, 1999 with support from the National Science Foundation under Grant DMS-9970102. Complementarity is becoming more widely used in a variety of appli- cation areas. In this volume, there are papers studying the impact of complementarity in such diverse fields as deregulation of electricity mar- kets, engineering mechanics, optimal control and asset pricing. Further- more, application of complementarity and optimization ideas to related problems in the burgeoning fields of machine learning and data mining are also covered in a series of three articles. In order to effectively process the complementarity problems that arise in such applications, various algorithmic, theoretical and computational extensions are covered in this volume. Nonsmooth analysis has an im- portant role to play in this area as can be seen from articles using these tools to develop Newton and path following methods for constrained nonlinear systems and complementarity problems. Convergence issues are covered in the context of active set methods, global algorithms for pseudomonotone variational inequalities, successive convex relaxation and proximal point algorithms. Theoretical contributions to the connectedness of solution sets and constraint qualifications in the growing area of mathematical programs with equilibrium constraints are also presented. A relaxation approach is given for solving such problems. Finally, computational issues related to preprocessing mixed complementarity problems are addressed. |