Equilibrium problems involving the Lorentz cone

Pedro Gajardo () and Alberto Seeger ()

Journal of Global Optimization, 2014, vol. 58, issue 2, 340 pages

Abstract: We study a general equilibrium model formulated as a smooth system of equations coupled with complementarity conditions relative to the $$n$$ -dimensional Lorentz cone. For the purpose of analysis, as well as for the design of algorithms, we exploit the fact that the Lorentz cone is representable as a cone of squares in a suitable Euclidean Jordan algebra. Copyright Springer Science+Business Media New York 2014

Keywords: Lorentz cone; Euclidean Jordan algebra; Complementarity problem; System of nonlinear equations; 90C33 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10898-013-0076-8

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