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Complementarity: Applications, Algorithms and Extensions
Engels
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This volume contains a collection of papers from experts in the field of complementarity on state-of-the-art applications, algorithms, extensions and theory, resulting in a contemporary view of the complete field of complementarity. The impact of complementarity in such diverse fields as deregulation of electricity markets, engineering mechanics, optimal control and asset pricing is described using both survey and current research articles. The papers outline problem classes where complementarity can be used to model both physical and structural phenomena in ways that lead to new solution approaches. The novel application of complementarity and optimization ideas to problems in the burgeoning fields of machine learning and data mining is covered. New algorithmic advances including preprocessing and nonmonotone searches, extensions of computational methods using tools from nonsmooth analysis, and related theory for mathematical programs with equilibrium constraints is also detailed. Audience: Researchers and advanced students working in optimization and management sciences.
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