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Linear Complementarity Problems on Extended Second Order Cones

Sándor Zoltán Németh (s.nemeth@bham.ac.uk) and Lianghai Xiao (lxx490@bham.ac.uk)
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Sándor Zoltán Németh: University of Birmingham
Lianghai Xiao: University of Birmingham

Journal of Optimization Theory and Applications, 2018, vol. 176, issue 2, No 1, 269-288

Abstract: Abstract In this paper, we study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed complementarity problem on the non-negative orthant. We state necessary and sufficient conditions for a point to be a solution of the converted problem. We also present solution strategies for this problem, such as the Newton method and Levenberg–Marquardt algorithm. Finally, we present some numerical examples.

Keywords: Complementarity problem; Extended second order cone; Conic optimization; 90C33; 90C25 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-018-1220-x

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