The Linear Complementarity Problem

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The Linear Complementarity Problem is written by Richard W. Cottle and published by SIAM. It's available with International Standard Book Number or ISBN identification 0898719003 (ISBN 10) and 9780898719000 (ISBN 13).

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. Readers will find a comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance; chapter-ending exercises and "Notes and References" sections that make it equally useful for a graduate-level course or for self-study; corrections and revisions of difficult passages from the 1992 edition; and an updated bibliography. Audience: researchers and graduate students in fields including optimization, game theory, and finance, and diverse engineering disciplines, especially computer science and mechanical engineering.