The Monotone Extended Second-Order Cone and Mixed Complementarity Problems

Yingchao Gao (), Sándor Zoltán Németh () and Roman Sznajder ()
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Yingchao Gao: University of Birmingham
Sándor Zoltán Németh: University of Birmingham
Roman Sznajder: Bowie State University

Journal of Optimization Theory and Applications, 2022, vol. 193, issue 1, No 18, 407 pages

Abstract: Abstract In this paper, we study a new generalization of the Lorentz cone $$\mathcal{L}^n_+$$ L + n , called the monotone extended second-order cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility. Moreover, we show that in an ambient space, a cylinder is an isotonic projection set with respect to MESOC. We also examine a nonlinear complementarity problem on a cylinder, which is equivalent to a suitable mixed complementarity problem, and provide a computational example illustrating applicability of MESOC.

Keywords: Monotone extended second-order cone; Lyapunov rank; Complementarity problems; 26B35; 90C33; 49K45 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-021-01962-4

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