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The Globally Uniquely Solvable Property of Second-Order Cone Linear Complementarity Problems

Weihong Yang(whyang***at***fudan.edu.cn)
Xiaoming Yuan(xmyuan***at***hkbu.edu.hk)

Abstract: The globally uniquely solvable (GUS) property of the linear transformation of the linear complementarity problems over symmetric cones has been studied recently by Gowda et al. via the approach of Euclidean Jordan algebra. In this paper, we contribute a new approach to characterizing the GUS property of the linear transformation of the second-order cone linear complementarity problems (SOCLCP) via some basic linear algebra properties of the involved matrix of SOCLCP. Some more concrete and checkable sufficient and necessary conditions for the GUS property are thus derived.

Keywords: Second-order cone, Linear complementarity problem, Globally uniquely solvable property

Category 1: Complementarity and Variational Inequalities

Category 2: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )

Citation:

Download: [PDF]

Entry Submitted: 04/20/2010
Entry Accepted: 04/20/2010
Entry Last Modified: 04/20/2010

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