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Cones, Matrices and Mathematical Programming

  • Book
  • © 1973

Overview

Authors:
  1. Abraham Berman

    1. Centre de Recherches Mathématiques, Montréal and Department of Mathematics, Israel Institute of Technology, Haifa, Israel

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 79)

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Table of contents (3 chapters)

  1. Front Matter

    Pages I-V
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  2. Convex Cones and Linear Inequalities

    • Abraham Berman
    Pages 1-27

  3. Mathematical Programming over Cones

    • Abraham Berman
    Pages 28-48

  4. Cones in Matrix Theory

    • Abraham Berman
    Pages 49-84

  5. Back Matter

    Pages 85-98
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Keywords

About this book

This monograph is a revised set of notes on recent applications of the theory of cones, arising from lectures I gave during my stay at the Centre de recherches mathematiques in Montreal. It consists of three chapters. The first describes the basic theory. The second is devoted to applications to mathematical programming and the third to matrix theory. The second and third chapters are independent. Natural links between them, such as mathematical programming over matrix cones, are only mentioned in passing. The choice of applications described in this paper is a reflection of my p«r9onal interests, for examples, the complementarity problem and iterative methods for singular systems. The paper definitely does not contain all the applications which fit its title. The same remark holds for the list of references. Proofs are omitted or sketched briefly unless they are very simple. However, I have tried to include proofs of results which are not widely available, e.g. results in preprints or reports, and proofs, based on the theory of cones, of classical theorems. This monograph benefited from helpful discussions with professors Abrams, Barker, Cottle, Fan, Plemmons, Schneider, Taussky and Varga.

Authors and Affiliations

  • Centre de Recherches Mathématiques, Montréal and Department of Mathematics, Israel Institute of Technology, Haifa, Israel

    Abraham Berman

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