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.
|Journal||Journal of Optimization Theory and Applications|
|Early online date||17 Jan 2018|
|Publication status||Published - 25 Feb 2018|
- complementarity problem
- extended second order cone
- conic optimization