Linear complementarity problem with pseudomonotonicity on Euclidean Jordan algebras (Q382909): Difference between revisions

Given a Euclidean space \(V\) and a symmetric cone \(K\) in \(V\), one can define a multiplication \(\circ \) satisfying the commutative law and the Jordan identity \(\left( x\circ y\right) \circ \left( x\circ x\right) =x\circ \left( y\circ \left( x\circ x\right) \right)\), and such that \(V\) is an algebra and \(K\) coincides with the positive cone in \(V\). Then \(V\) is said to be a Euclidean Jordan algebra. We write \(x\geq 0\), whenever \(x\in K\). Given an affine transformation \(L:V\rightarrow V\) and \(q\in V\), the linear complementarity problem, \(\mathrm{LCP}(L,q)\), consists in finding an \(x\in V\) such that \[ x\geq 0,\quad y:=L\left( x\right) +q\geq 0,\quad\left\langle x,y\right\rangle =0. \] Obviously, a necessary condition for the existence of solutions for \(\mathrm{LCP}(L,q)\) is the existence of some \(x\in V\) such that \(x\geq 0\), \(L\left( x\right) +q\geq 0\), in which case \(\mathrm{LCP}(L,q)\) is said to be feasible. Among the desirable properties of \(L:V\rightarrow V\) let us mention: {\parindent=6mm \begin{itemize}\item[-] \(L\) is globally uniquely solvable, whenever \(\mathrm{LCP}(L,q)\) has a unique solution for all \(q\in V\). \item[-] \(L\) satisfies the \(Q\)-property, whenever \(\mathrm{LCP}(L,q)\) has a solution for all \(q\in V\) such that \(\mathrm{LCP}(L,q)\) is feasible. \item[-] \(L\) satisfies the \(Q_{0}\)-property, whenever \(\mathrm{LCP}(L,q)\) has a solution for all \(q\in V\). \item[-] \(L\) satisfies the \(R_{0}\)-property, whenever \(0\) is the unique solution of \(\mathrm{LCP}(L,q)\). \end{itemize}} This paper analyzes the relationships between the above properties and other linear complementarity properties as the following ones: {\parindent=6mm \begin{itemize}\item[-] \(L\) satisfies the column sufficiency property, whenever \[ \left\{ \begin{matrix} x\text{ and }L\left( x\right) \text{ operator commute} \\ x\circ L\left( x\right) \leq 0 \end{matrix} \right\} \Rightarrow x\circ L\left( x\right) =0. \] \item[-] \(L\) is pseudomonotone on \(K\), whenever \[ \left\{ \begin{matrix} x\geq 0,\;y\geq 0 \\ \left\langle L\left( x\right) ,y-x\right\rangle \geq 0 \end{matrix} \right\} \Rightarrow \left\langle L\left( y\right) ,y-x\right\rangle \geq 0. \] \end{itemize}} More in detail, Section 3 describes interconnections between the pseudomonotonicity and the column sufficiency of \(L\), Section 4 studies the pseudomonotonicity of \(L\) and, finally, Section 5 provides a sufficient condition for the equivalence of the \(Q\)-property, the \(Q_{0}\)-property and the \(R_{0}\)-property (Lemma 5.2) and characterizes the globally uniquely solvable property of \(L\) under the assumption that \(L\) is pseudomonotone (Theorem 5.1).