TitleFinite-Dimensional Variational Inequalities and Complementarity Problems [electronic resource] / edited by Francisco Facchinei, Jong-Shi Pang
ImprintNew York, NY : Springer New York, 2003
Connect tohttp://dx.doi.org/10.1007/b97543
Descript XXXIII, 693 p. 13 illus. online resource

SUMMARY

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)


CONTENT

Solution Analysis I -- Solution Analysis II -- The Euclidean Projector and Piecewise Functions -- Sensitivity and Stability -- Theory of Error Bounds


SUBJECT

  1. Mathematics
  2. Operations research
  3. Decision making
  4. Game theory
  5. Mathematical models
  6. Mathematical optimization
  7. Management science
  8. Econometrics
  9. Mathematics
  10. Mathematical Modeling and Industrial Mathematics
  11. Operations Research
  12. Management Science
  13. Operation Research/Decision Theory
  14. Optimization
  15. Game Theory
  16. Economics
  17. Social and Behav. Sciences
  18. Econometrics