STEIN LINEAR PROGRAMS OVER SYMMETRIC CONES

I. Jeyaraman (), K. C. Sivakumar () and V. Vetrivel ()
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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
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DOI: 10.1142/S0219198913400331

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