The GUS-property of second-order cone linear complementarity problems (Q378127)
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English | The GUS-property of second-order cone linear complementarity problems |
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The GUS-property of second-order cone linear complementarity problems (English)
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11 November 2013
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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.
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linear complementarity problem
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second-order cone
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globally uniquely solvable property
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basic matrix
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