The Linear Complementarity Problem

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.

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.