The monotone extended second-order cone and mixed complementarity problems

DOI10.1007/S10957-021-01962-4zbMATH Open1492.90182arXiv2103.04830OpenAlexW3216109598MaRDI QIDQ2139262FDOQ2139262

S. Z. Németh, Yingchao Gao, Roman Sznajder

Publication date: 17 May 2022

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

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.

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

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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)

Cites Work

• Inequalities: theory of majorization and its applications
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• Second-order cone programming
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• Linear complementarity problems on extended second order cones
• On the irreducibility, Lyapunov rank, and automorphisms of special Bishop-Phelps cones
• The Lyapunov rank of extended second order cones
• Positive operators on extended second order cones
• Tight bounds on Lyapunov rank

Cited In (4)

• A proximal point algorithm for the monotone second-order cone complementarity problem
• 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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