The cone of Z-transformations on the Lorentz cone

MaRDI QIDQ5215560zbMATH OpenFDO

Authors M. Seetharama Gowda, S. Z. Németh

Publication date 12 February 2020

Full work available at URL https://arxiv.org/abs/1907.04617, https://journals.uwyo.edu/index.php/ela/article/view/1991

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zbMATH Keywords

\(\mathcal{Z}\)-transformationcompletely positive conecopositive coneLorentz conesemidefinite cone

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Abstract: In this paper, we describe the structural properties of the cone of $mathcalZ$-transformations on the second order cone in terms of the semidefinite cone and copositive/completely positive cones induced by the second order cone and its boundary. In particular, we describe its dual as a slice of the semidefinite cone as well as a slice of the completely positive cone of the second order cone. This provides an example of an instance where a conic linear program on a completely positive cone is reduced to a problem on the semidefinite cone.

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Cited in

(8)

• Gaddum's test for symmetric cones
• Linear maps preserving the Lorentz-cone spectrum in certain subspaces of \(M_n\)
• Some new results on the \(\mathbf{P}\)-type properties of \(\mathbf{Z}\)-transformations on symmetric cones
• Linear complementarity results for \(\mathbf{Z}\)-matrices on Lorentz cone
• On the structure of the set of \(\mathbb{Z}\)-transformations on proper cones
• Some new results for Z-transformations on the Lorentz cone
• Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones
• An LMI description for the cone of Lorentz-positive maps

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