Linear complementarity problems on extended second order cones
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Abstract: In this paper, we study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed complementarity problem on the non-negative orthant. We state necessary and sufficient conditions for a point to be a solution of the converted problem. We also present solution strategies for this problem, such as the Newton method and Levenberg-Marquardt algorithm. Finally, we present some numerical examples.
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Cites work
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- scientific article; zbMATH DE number 1953396 (Why is no real title available?)
- scientific article; zbMATH DE number 3284926 (Why is no real title available?)
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Cited in
(16)- A proximal gradient descent method for the extended second-order cone linear complementarity problem
- How to project onto extended second order cones
- Isotonicity of proximity operators in general quasi-lattices and optimization problems
- Positive operators on extended second order cones
- The solution set structure of monotone linear complementarity problems over second-order cone
- An efficient algorithm for second-order cone linear complementarity problems
- Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones
- Isotonicity of the metric projection with respect to the mutually dual orders and complementarity problems
- Complementarity problems with respect to Loewnerian cones
- Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression
- On the range of the pseudomonotone second-order cone linear complementarity problem
- Exact formulas for the proximal/regular/limiting normal cone of the second-order cone complementarity set
- The second-order cone eigenvalue complementarity problem
- Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming
- Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity
- The monotone extended second-order cone and mixed complementarity problems
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