The Linear Complementarity Problem

Awarded the Frederick W. Lanchester Prize in 1994 for its valuable contributions to operations research and the management sciences, this mathematically rigorous book remains the standard reference on the linear complementarity problem. Its comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance, plus chapter-ending exercises and 'Notes and References' sections make it equally useful for a graduate-level course or for self-study. For this new edition the authors have corrected typographical errors, revised difficult or faulty passages, and updated the bibliography.

Preface to the Classics Edition; Preface; Glossary of notation; Numbering system; 1. Introduction; 2. Background; 3. Existence and multiplicity; 4. Pivoting methods; 5. Iterative methods; 6. Geometry and degree theory; 7. Sensitivity and stability analysis; Bibliography; Index.

Awarded the Frederick W. Lanchester Prize in 1994 for its valuable contributions to operations research and the management sciences, this mathematically rigorous book remains the standard reference on the linear complementarity problem. Great as a graduate-level course or for self-study.

Richard W. Cottle is Professor Emeritus of the Department of Operations Research at Stanford University. His main research interests are complementarity theory, linear and nonlinear programming, and matrix theory.
Jong-Shi Pang is the Caterpillar Professor and Head of the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana-Champaign. He won the 2003 George B. Dantzig Prize awarded jointly by the Mathematical Programming Society and SIAM for his work on finite-dimensional variational inequalities.
Richard E. Stone is a Principal in Information Technology at Delta Air Lines. He worked in academia as Assistant Professor in the Graduate School of Business Administration at Harvard University before his initial job in industry at AT&T Bell Laboratories, where he was employed when this book was written.