The Monotone Extended Second-Order Cone and Mixed Complementarity Problems

被引：2

作者：

Gao, Yingchao ^{[1
]}

Nemeth, Sandor Zoltan ^{[1
]}

Sznajder, Roman ^{[2
]}

机构：

[1] Univ Birmingham, Birmingham, W Midlands, England

[2] Bowie State Univ, Bowie, MD USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2022年 / 193卷 / 1-3期

关键词：

Monotone extended second-order cone; Lyapunov rank; Complementarity problems; LYAPUNOV RANK;

D O I：

10.1007/s10957-021-01962-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we study a new generalization of the Lorentz cone L-+(n), 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.

引用

页码：381 / 407

页数：27

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