Linear complementarity problems on extended second order cones

Sandor Nemeth, Lianghai Xiao

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)
137 Downloads (Pure)

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.
Original languageEnglish
Pages (from-to)269-288
JournalJournal of Optimization Theory and Applications
Volume176
Issue number2
Early online date17 Jan 2018
DOIs
Publication statusPublished - 25 Feb 2018

Keywords

  • complementarity problem
  • extended second order cone
  • conic optimization

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