Complementarity problems

被引:104
作者
Billups, SC
Murty, KG [1 ]
机构
[1] Univ Michigan, Dept Ind & Operat Engn, Ann Arbor, MI 48109 USA
[2] Univ Colorado, Dept Math, Denver, CO 80217 USA
关键词
complementarity problems; variational inequalities; matrix classes;
D O I
10.1016/S0377-0427(00)00432-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper provides an introduction to complementarity problems, with an emphasis on applications and solution algorithms. Various forms of complementarity problems are described along with a few sample applications, which provide a sense of what types of problems can be addressed effectively with complementarity problems. The most important algorithms are presented along with a discussion of when they can be used effectively. We also provide a brief introduction to the study of matrix classes and their relation to linear complementarity problems. Finally, we provide a brief summary of current research trends. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:303 / 318
页数:16
相关论文
共 13 条
  • [1] [Anonymous], 1992, LINEAR COMPLEMENTARY
  • [2] BANDYOPADHYAY S, 1998, THESIS INDIAN STAT I
  • [3] BILLUPS SC, 1999, 147 UCDCCM DEP MATH
  • [4] Dirkse S.P., 1995, Optimization Methods and Software, V5, P319, DOI DOI 10.1080/10556789508805619
  • [5] Ferris M.C., 1997, COMPLEMENTARITY VARI
  • [6] Engineering and economic applications of complementarity problems
    Ferris, MC
    Pang, JS
    [J]. SIAM REVIEW, 1997, 39 (04) : 669 - 713
  • [7] FUKUSHIMA M, 1998, REFORMULATION NONSMO
  • [8] FINITE-DIMENSIONAL VARIATIONAL INEQUALITY AND NONLINEAR COMPLEMENTARITY-PROBLEMS - A SURVEY OF THEORY, ALGORITHMS AND APPLICATIONS
    HARKER, PT
    PANG, JS
    [J]. MATHEMATICAL PROGRAMMING, 1990, 48 (02) : 161 - 220
  • [9] Kojima M., 1991, LECT NOTES COMPUTER, V538
  • [10] LEMKE CE, 1964, SIAM J APPL MATH, V12, P413