Extended Lorentz cones and mixed complementarity problems (Q2351523)

This paper extends the notion of Lorentz cones (also called ``second order cones'' or ``ice-cream cones'' in the literature) and shows that the projection onto a set given as the Cartesian product between an Euclidean space and any closed convex set \(C\) in another Euclidean space is isotone with respect to the partial order defined by an extended Lorentz cone \(L\) (or shortly is an \(L\)-isotone projection set). When \(C\) is a closed convex cone the authors use this property to show a Picard-type iteration which is convergent to a solution of a general mixed complementarity problem, and present some examples. The family of all \(L\)-isotone projection sets, which contain the Cartesian products is also determined. The results presented may be useful in a wider context, for more general equilibrium problems and other problems where isotonicity occurs or can be used as a tool.