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Complementarity: Applications, Algorithms and Extensions

  • Michael C. Ferris
  • Olvi L. Mangasarian
  • Jong-Shi Pang

Part of the Applied Optimization book series (APOP, volume 50)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Stephen C. Billups, Adam L. Speight, Layne T. Watson
    Pages 19-41
  3. P. S. Bradley, U. M. Fayyad, C. A. Reina
    Pages 43-65
  4. A. Pinto da Costa, I. N. Figueiredo, J. J. Júdice, J. A. C. Martins
    Pages 67-83
  5. Olivier Daxhelet, Yves Smeers
    Pages 85-120
  6. Ayhan Demiriz, Kristin P. Bennett
    Pages 121-141
  7. Michael C. Ferris, Todd S. Munson
    Pages 143-164
  8. G. Maier, G. Bolzon, F. Tin-Loi
    Pages 201-231
  9. O. L. Mangasarian, David R. Musicant
    Pages 233-251
  10. Michel Rivier, Mariano Ventosa, Andrés Ramos, Francisco Martínez-Córcoles, Ángel Chiarri Toscano
    Pages 273-295
  11. Nobuo Yamashita, Junji Imai, Masao Fukushima
    Pages 361-379
  12. Back Matter
    Pages 401-403

About this book

Introduction

This volume presents state-of-the-art complementarity applications, algorithms, extensions and theory in the form of eighteen papers. These at the International Conference on Com­ invited papers were presented plementarity 99 (ICCP99) held in Madison, Wisconsin during June 9-12, 1999 with support from the National Science Foundation under Grant DMS-9970102. Complementarity is becoming more widely used in a variety of appli­ cation areas. In this volume, there are papers studying the impact of complementarity in such diverse fields as deregulation of electricity mar­ kets, engineering mechanics, optimal control and asset pricing. Further­ more, application of complementarity and optimization ideas to related problems in the burgeoning fields of machine learning and data mining are also covered in a series of three articles. In order to effectively process the complementarity problems that arise in such applications, various algorithmic, theoretical and computational extensions are covered in this volume. Nonsmooth analysis has an im­ portant role to play in this area as can be seen from articles using these tools to develop Newton and path following methods for constrained nonlinear systems and complementarity problems. Convergence issues are covered in the context of active set methods, global algorithms for pseudomonotone variational inequalities, successive convex relaxation and proximal point algorithms. Theoretical contributions to the connectedness of solution sets and constraint qualifications in the growing area of mathematical programs with equilibrium constraints are also presented. A relaxation approach is given for solving such problems. Finally, computational issues related to preprocessing mixed complementarity problems are addressed.

Keywords

Analysis algorithm algorithms data mining electricity engineering mechanics learning machine learning mathematical programming mechanics model optimization programming stability

Editors and affiliations

  • Michael C. Ferris
    • 1
  • Olvi L. Mangasarian
    • 1
  • Jong-Shi Pang
    • 2
  1. 1.Computer Sciences DepartmentUniversity of WisconsinMadisonUSA
  2. 2.Department of Mathematical SciencesThe Johns Hopkins UniversityBaltimoreUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-3279-5
  • Copyright Information Springer-Verlag US 2001
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-4847-2
  • Online ISBN 978-1-4757-3279-5
  • Series Print ISSN 1384-6485
  • Buy this book on publisher's site