Abstract
In this paper, we study a new generalization of the Lorentz cone Ln+, 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.
Original language | English |
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Pages (from-to) | 381-407 |
Number of pages | 27 |
Journal | Journal of Optimization Theory and Applications |
Volume | 193 |
Issue number | 1-3 |
Early online date | 29 Nov 2021 |
DOIs | |
Publication status | Published - Jun 2022 |
Bibliographical note
Publisher Copyright:© 2021, The Author(s).
Keywords
- Complementarity problems
- Lyapunov rank
- Monotone extended second-order cone
ASJC Scopus subject areas
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics