The GUS-property of second-order cone linear complementarity problems (Q378127): Difference between revisions

The authors consider the linear complementarity problem on the second-order cone. Its cost mapping is \(q+Mx\) where \(q\) is a given element in \(\mathbb{R}^n\) and \(M\) is a square matrix of order \(n\). They investigate the global unique solvability property of this problem based on the analysis of the matrix \(MJ_n\) where \(J_n=\mathrm{diag}(1,-1,\dots, -1)\). First they give several necessary conditions related mostly to the eigenvalues of the matrix \(MJ_n\). Then joint necessary and sufficient conditions involving some of the above properties and the positive semidefiniteness of \(M\) and \(M^{-1}\) on the boundary of the cone are also established.