Linear complementarity problem with pseudomonotonicity on Euclidean Jordan algebras (Q382909): Difference between revisions
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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). | |||
Property / review text: 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). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Miguel Angel Goberna / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C31 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 32M15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C33 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6232043 / rank | |||
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Property / zbMATH Keywords | |||
complementarity problem | |||
Property / zbMATH Keywords: complementarity problem / rank | |||
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Property / zbMATH Keywords | |||
Euclidean Jordan algebra | |||
Property / zbMATH Keywords: Euclidean Jordan algebra / rank | |||
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Property / zbMATH Keywords | |||
pseudomonotone maps | |||
Property / zbMATH Keywords: pseudomonotone maps / rank | |||
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Revision as of 13:09, 29 June 2023
scientific article
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English | Linear complementarity problem with pseudomonotonicity on Euclidean Jordan algebras |
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Linear complementarity problem with pseudomonotonicity on Euclidean Jordan algebras (English)
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22 November 2013
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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).
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complementarity problem
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Euclidean Jordan algebra
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pseudomonotone maps
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