The monotone extended second-order cone and mixed complementarity problems

DOI10.1007/S10957-021-01962-4MaRDI QIDQ2139262zbMATH OpenOpenAlexFDO

Authors Yingchao Gao, Roman Sznajder, S. Z. Németh

Publication date 17 May 2022

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2103.04830

zbMATH Keywords

complementarity problemsLyapunov rankmonotone extended second-order cone

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions for problems involving randomness (49K45) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Abstract: In this paper, we study a new generalization of the Lorentz cone, called the Monotone Extended Second Order Cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility. Moreover, we show that in an ambient space, a cylinder is an isotonic projection set with respect to MESOC. We also examine a Nonlinear Complementarity Problem on a cylinder, which is equivalent to a suitable Mixed Complementarity Problem and provide a computational example illustrating applicability of MESOC.

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Cited in

(10)

• Extended Lorentz cones and variational inequalities on cylinders
• A proximal point algorithm for the monotone second-order cone complementarity problem
• How to project onto extended second order cones
• The Lyapunov rank of extended second order cones
• Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression
• Extended Lorentz cones and mixed complementarity problems
• The solution set structure of monotone linear complementarity problems over second-order cone
• Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones
• The nonconvex second-order cone: algebraic structure toward optimization
• The complete mixability and convex minimization problems with monotone marginal densities

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