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{{dablink|This article is related to [[mathematical programming]]. For other uses see [[complementarity (disambiguation)|complementarity]].}} | |||
A '''complementarity problem''' is a type of [[mathematical optimization]] problem. It is the problem of optimizing (minimizing or maximizing) a function of two [[vector space|vector]] variables subject to certain requirements (constraints) which include: that the [[inner product]] of the two vectors must equal zero, i.e. orthoginal.<ref>{{Cite journal | last1=Billups | first1=Stephen | last2=Murty | first2=Katta | title=Complementarity Problems | doi=10.1016/S0377-0427(00)00432-5|url=http://www-personal.umich.edu/~murty/LCPart.ps | year=2000 | journal=Journal of Computational and Applied Mathematics | volume=124 | pages=303}} </ref> In particular for finite-dimensional real vector spaces this means that, if one has vectors ''X'' and ''Y'' with ''nonnegative'' components (''x''<sub>''i''</sub> ≥ 0 and ''y''<sub>''i''</sub> ≥ 0 for all <math>i</math>: in the [[first quadrant]] if 2-dimensional, in the first [[octant (solid geometry)|octant]] if 3-dimensional), then for each pair of components ''x''<sub>''i''</sub> and ''y''<sub>''i''</sub> one of the pair must be zero, hence the name ''complementarity''. e.g. ''X'' = (1, 0) and ''Y'' = (0, 2) are complementary, but ''X'' = (1, 1) and ''Y'' = (2, 0) are not. A complementarity problem is a special case of a [[variational inequality]]. | |||
==History== | |||
Complementarity problems were originally studied because the [[Karush–Kuhn–Tucker conditions]] in [[linear programming]] and [[quadratic programming]] constitute a [[linear complementarity problem]] (LCP) or a [[mixed complementarity problem]] (MCP). In 1963 [[Carlton E. Lemke|Lemke]] and [[J.T. Howson|Howson]] showed that, for two person games, computing a [[Nash equilibrium]] point is equivalent to an LCP. In 1968 [[Richard W. Cottle|Cottle]] and [[George B. Dantzig|Dantzig]] unified linear and quadratic programming and [[bimatrix game]]s. Since then the study of complementarity problems and variational inequalities has expanded enormously. | |||
Areas of [[mathematics]] and [[science]] that contributed to the development of complementarity theory | |||
include: [[Optimization (mathematics)|optimization]], [[equilibrium point|equilibrium]] problems, [[Variational inequality|variational inequality theory]], [[fixed point theory]], [[topological degree theory]] and [[nonlinear analysis]]. | |||
==See also== | |||
* [[Mathematical programming with equilibrium constraints]] | |||
* [[nl (format)|nl format]] for representing complementarity problems | |||
==References== | |||
<references/> | |||
==Further reading== | |||
* {{cite book | author=Richard W. Cottle, Jong-Shi Pang, Richard E. Stone | title=The Linear Complementarity Problem | |||
| publisher=Academic Press | year=1992 | isbn=978-0-12-192350-1}} | |||
* {{cite book | author=George Isac | title=Complementarity Problems | publisher=Springer | year=1992 | isbn=978-3-540-56251-1}} | |||
* {{cite book | author=George Isac | title=Topological Methods in Complementarity Theory | publisher=Springer | year=2000 | isbn=978-0-7923-6274-6}} | |||
* {{cite book | author=Francisco Facchinei, Jong-Shi Pang | title=Finite-Dimensional Variational Inequalities and Complementarity Problems: v.1 and v.2 | publisher=Springer | year=2003 | isbn=978-0-387-95580-3}} | |||
* {{cite book |last=Murty |first=K. G. |title=Linear complementarity, linear and nonlinear programming |series=Sigma Series in Applied Mathematics |volume=3 |publisher=Heldermann Verlag |location=Berlin |year=1988 |pages=xlviii+629 pp. |isbn=3-88538-403-5 |url=http://ioe.engin.umich.edu/people/fac/books/murty/linear_complementarity_webbook/ |mr=949214}} | |||
===Collections=== | |||
* {{cite book | editor=Richard Cottle, F. Giannessi, Jacques Louis Lions | title=Variational Inequalities and Complementarity Problems: Theory and Applications | publisher=John Wiley & Sons | year=1980 | isbn=978-0-471-27610-4}} | |||
* {{cite book | editor=Michael C. Ferris, Jong-Shi Pang | title=Complementarity and Variational Problems: State of the Art | publisher=SIAM | year=1997 | isbn=978-0-89871-391-6}} | |||
==External links== | |||
*[http://www.cs.wisc.edu/cpnet/ CPNET:Complementarity Problem Net]{{Dead link|date=May 2013}} | |||
[[Category:Mathematical optimization]] | |||
[[Category:Functional analysis]] | |||
[[Category:Topology]] | |||
[[Category:Numerical analysis]] | |||
{{mathanalysis-stub}} |
Revision as of 14:08, 16 March 2013
A complementarity problem is a type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a function of two vector variables subject to certain requirements (constraints) which include: that the inner product of the two vectors must equal zero, i.e. orthoginal.[1] In particular for finite-dimensional real vector spaces this means that, if one has vectors X and Y with nonnegative components (xi ≥ 0 and yi ≥ 0 for all : in the first quadrant if 2-dimensional, in the first octant if 3-dimensional), then for each pair of components xi and yi one of the pair must be zero, hence the name complementarity. e.g. X = (1, 0) and Y = (0, 2) are complementary, but X = (1, 1) and Y = (2, 0) are not. A complementarity problem is a special case of a variational inequality.
History
Complementarity problems were originally studied because the Karush–Kuhn–Tucker conditions in linear programming and quadratic programming constitute a linear complementarity problem (LCP) or a mixed complementarity problem (MCP). In 1963 Lemke and Howson showed that, for two person games, computing a Nash equilibrium point is equivalent to an LCP. In 1968 Cottle and Dantzig unified linear and quadratic programming and bimatrix games. Since then the study of complementarity problems and variational inequalities has expanded enormously.
Areas of mathematics and science that contributed to the development of complementarity theory include: optimization, equilibrium problems, variational inequality theory, fixed point theory, topological degree theory and nonlinear analysis.
See also
- Mathematical programming with equilibrium constraints
- nl format for representing complementarity problems
References
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Further reading
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My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 - 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 - 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
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Collections
- 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 - 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534