Finite-Dimensional Variational Inequalities and Complementarity Problems / Edition 1

Finite-Dimensional Variational Inequalities and Complementarity Problems / Edition 1

by Francisco Facchinei, Jong-Shi Pang
     
 

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,… See more details below

Overview

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.

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Product Details

ISBN-13:
9781441930637
Publisher:
Springer New York
Publication date:
11/30/2013
Series:
Springer Series in Operations Research and Financial Engineering
Edition description:
Softcover reprint of hardcover 1st ed. 2003
Pages:
693
Product dimensions:
6.14(w) x 9.21(h) x 1.45(d)

Meet the Author

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

Table of Contents

Introduction
• Solution Analysis I
• Solution Analysis II
• The Euclidean Projector and Piecewise Functions
• Sensitivity and Stability
• Theory of Error Bounds
• Bibliography
• Index

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