Finite-Dimensional Variational Inequalities and Complementarity Problems by Francisco Facchinei
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.-
Numerical Optimization
-
Derivative-Free and Blackbox Optimization
-
The Logic of Logistics
-
Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
-
Risk-Averse Optimization and Control
-
Newton-Type Methods for Optimization and Variational Problems
-
Extreme Value Theory for Time Series
-
Perturbation Analysis of Optimization Problems
-
QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
-
Risk and Portfolio Analysis
-
Introduction to Queueing Networks
-
Facility Location
-
Extreme Values In Random Sequences
-
Stochastic Models with Power-Law Tails
-
Monte Carlo
-
Decision Aids for Selection Problems
-
Kronecker Modeling and Analysis of Multidimensional Markovian Systems
-
Cooperative Stochastic Differential Games
-
Linear and Integer Programming vs Linear Integration and Counting
-
Analysis and Algorithms for Service Parts Supply Chains
-
Principles of Inventory Management
-
Stochastic Petri Nets
-
Single-Facility Location Problems with Barriers
-
Linear Programming 2
-
Implicit Functions and Solution Mappings
-
Performance Analysis of Manufacturing Systems
-
Dynamic Control of Quality in Production-Inventory Systems
From the reviews:
"The first volume consists of the first six chapters, which present the basic theory of VIs and CPs... Besides the main text, each chapter contains (a) an extensive set of exercises … and (b) a set of notes and comments that document historical accounts, give the sources for the results in the main text, and provide discussions and references on related topics and extensions. … The book is written very well and is an important contribution to the fields of VIs and CPs." (Jürgen Guddat, Zentralblatt MATH, Vol. 1062 (13), 2005)
"This … monograph presents a comprehensive and state-of-the-art treatment of variational inequalities (VI) in finite dimensions. … The presentation is clear, consistent, and essentially self-contained. The book contains a lot of new research material and recent results … . The discussion of related literature is a mine both for researchers and new comers … . the book is of high value not only for specialists, but for a wide range of readers … . It may recommended both for researchers and advanced students … ." (Diethard Klatte, OR-News, March, 2005)
"Represents a successful endeavour resulting in a valuable source for researchers, advanced graduates, and for practitioners with an applied mathematics background. It will also well augment a library’s section on variational inequalities (VIs) and complementarity problems (CPs). … merits of the book include the motivation and guideline at the beginning of each chapter, a variety of exercises, further discussion in the form of notes and comments and pointers to the relevant literature at the end of each chapter, and a comprehensive reference list … ." (M Hintermueller, Journal of the Operational Research Society, Vol. 55 (9), 2004)
"This … monograph, written for novice and expert researchers and advanced graduate students in a wide range of disciplines, presents a comprehensive, state-of-the-art treatment of thefinite-dimensional variational inequality and complementarity problem … . It includes every major aspect of VI/CP … including novel application domains." (Quarterly of Applied Mathematics, Vol. LXI (3), 2003)
Jong-Shi Pang was awarded the 2003 Dantzig Prize, the worlds top prize in the area of Mathematical Programming.
| SKU | Unavailable |
| ISBN 13 | 9780387955803 |
| ISBN 10 | 0387955801 |
| Title | Finite-Dimensional Variational Inequalities and Complementarity Problems |
| Author | Francisco Facchinei |
| Series | Springer Series In Operations Research And Financial Engineering |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2003-02-06 |
| Number of pages | 693 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |