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Cones, Matrices and Mathematical Programming (Paperback, Softcover reprint of the original 1st ed. 1973)
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Cones, Matrices and Mathematical Programming (Paperback, Softcover reprint of the original 1st ed. 1973)
Series: Lecture Notes in Economics and Mathematical Systems, 79
Expected to ship within 10 - 15 working days
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This monograph is a revised set of notes on recent applications of
the theory of cones, arising from lectures I gave during my stay at
the Centre de recherches mathematiques in Montreal. It consists of
three chapters. The first describes the basic theory. The second is
devoted to applications to mathematical programming and the third
to matrix theory. The second and third chapters are independent.
Natural links between them, such as mathematical programming over
matrix cones, are only mentioned in passing. The choice of
applications described in this paper is a reflection of my p"r9onal
interests, for examples, the complementarity problem and iterative
methods for singular systems. The paper definitely does not contain
all the applications which fit its title. The same remark holds for
the list of references. Proofs are omitted or sketched briefly
unless they are very simple. However, I have tried to include
proofs of results which are not widely available, e.g. results in
preprints or reports, and proofs, based on the theory of cones, of
classical theorems. This monograph benefited from helpful
discussions with professors Abrams, Barker, Cottle, Fan, Plemmons,
Schneider, Taussky and Varga.
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