Complementarity problems with respect to Loewnerian cones

Alberto Seeger () and David Sossa ()

Journal of Global Optimization, 2015, vol. 62, issue 2, 299-318

Abstract: This work deals with the analysis and numerical resolution of a broad class of complementarity problems on spaces of symmetric matrices. The complementarity conditions are expressed in terms of the Loewner ordering or, more generally, with respect to a dual pair of Loewnerian cones. Copyright Springer Science+Business Media New York 2015

Keywords: Nonlinear complementarity problem; Loewner ordering; Cone-constrained eigenvalue problem; Semismooth Newton method; 15A18; 65F20; 65H10 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10898-014-0230-y

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