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
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