Finite-Dimensional Variational Inequalities and Complementarity Problems / Edition 1

by Francisco Facchinei, Jong-Shi Pang

Overview

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.

Product Details

ISBN-13:	9780387955810
Publisher:	Springer New York
Publication date:	02/06/2003
Series:	Springer Series in Operations Research and Financial Engineering
Edition description:	2003
Pages:	704
Product dimensions:	6.10(w) x 9.25(h) x 0.36(d)

About the Author

Jong-Shi Pang was awarded the 2003 Dantzig Prize, the worlds top prize in the area of Mathematical Programming.

Table of Contents

Local Methods for Nonsmooth Equations* Global Methods for Nonsmooth Equations
• Equation-Based Algorithms for CPs
• Algorithms for VIs
• Interior and Smoothing Methods
• Methods for Monotone Problems
• Bibliography
• Index

Editorial Reviews

From the reviews:

"The first volume consists of the first six chapters, which present the basic theory of VIs and CPs. ... Besides the main text, each chapter contains (a) an extensive set of exercises … and (b) a set of notes and comments that document historical accounts, give the sources for the results in the main text, and provide discussions and references on related topics and extensions. … The book is written very well and is an important contribution to the fields of VIs and CPs." (Jürgen Guddat, Zentralblatt MATH, Vol. 1062 (13), 2005)

"This … monograph presents a comprehensive and state-of-the-art treatment of variational inequalities (VI) in finite dimensions. … The presentation is clear, consistent, and essentially self-contained. The book contains a lot of new research material and recent results … . The discussion of related literature is a mine both for researchers and new comers … . the book is of high value not only for specialists, but for a wide range of readers … . It may recommended both for researchers and advanced students … ." (Diethard Klatte, OR-News, March, 2005)

"Represents a successful endeavour resulting in a valuable source for researchers, advanced graduates, and for practitioners with an applied mathematics background. It will also well augment a library’s section on variational inequalities (VIs) and complementarity problems (CPs). … merits of the book include the motivation and guideline at the beginning of each chapter, a variety of exercises, further discussion in the form of notes and comments and pointers to the relevant literature at the end of each chapter, and a comprehensive reference list … ." (M Hintermueller, Journal of the Operational Research Society, Vol. 55 (9), 2004)

"This … monograph, written for novice and expert researchers and advanced graduate students in a wide range of disciplines, presents a comprehensive, state-of-the-art treatment of the finite-dimensional variational inequality and complementarity problem … . It includes every major aspect of VI/CP … including novel application domains." (Quarterly of Applied Mathematics, Vol. LXI (3), 2003)

From the Publisher