Class Times and Locations: Mondays, Wednesdays and Fridays 9:30AM-10:45AM, Terman 453.
Prerequisites : Math 113, 115 and MS&E310, 311, or 313.
Required Text: Cottle, Pang & Stone, Linear Complementarity Problem .
Course Information
This course will combine theory and algorithms for solving linear and nonlinear
complementarity problems arising from optimization and equilibrium problems, both
economic and physical. Other formulations and methodologies including variational
inequalities, fixed point problems, and generalized equations will be covered as well.