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Books > Business & Economics > Economics > Econometrics
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Finite-Dimensional Variational Inequalities and Complementarity Problems (Paperback, Softcover reprint of the original 1st ed. 2003)
Loot Price: R3,412
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Finite-Dimensional Variational Inequalities and Complementarity Problems (Paperback, Softcover reprint of the original 1st ed. 2003)
Series: Springer Series in Operations Research and Financial Engineering
Expected to ship within 10 - 15 working days
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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).
General
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