EconPapers    
Economics at your fingertips  
 

STEIN LINEAR PROGRAMS OVER SYMMETRIC CONES

I. Jeyaraman (), K. C. Sivakumar () and V. Vetrivel ()
Additional contact information
I. Jeyaraman: The Institute of Mathematical Sciences, Chennai - 600 113, India
K. C. Sivakumar: Department of Mathematics, Indian Institute of Technology Madras, Chennai - 600 036, India
V. Vetrivel: Department of Mathematics, Indian Institute of Technology Madras, Chennai - 600 036, India

International Game Theory Review (IGTR), 2013, vol. 15, issue 04, 1-14

Abstract: In this paper, using Moore–Penrose inverse, we characterize the feasibility of primal and dual Stein linear programs over symmetric cones in a Euclidean Jordan algebraV. We give sufficient conditions for the solvability of the Stein linear programming problem. Further, we give a characterization of the globally uniquely solvable property for the Stein transformation in terms of a least element of a set inVin the context of the linear complementarity problem.

Keywords: Stein linear programming; Euclidean Jordan algebra; symmetric cone; Moore–Penrose inverse; least element; complementarity problem; GUS-property; 90C05; 90C25; 90C33 (search for similar items in EconPapers)
JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0219198913400331
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:igtrxx:v:15:y:2013:i:04:n:s0219198913400331

Ordering information: This journal article can be ordered from

DOI: 10.1142/S0219198913400331

Access Statistics for this article

International Game Theory Review (IGTR) is currently edited by David W K Yeung

More articles in International Game Theory Review (IGTR) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().

 
Page updated 2025-03-20
Handle: RePEc:wsi:igtrxx:v:15:y:2013:i:04:n:s0219198913400331