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 language | English |
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Pages (from-to) | 269-288 |
Journal | Journal of Optimization Theory and Applications |
Volume | 176 |
Issue number | 2 |
Early online date | 17 Jan 2018 |
DOIs | |
Publication status | Published - 25 Feb 2018 |
Keywords
- complementarity problem
- extended second order cone
- conic optimization