The Monotone Extended Second-Order Cone and Mixed Complementarity Problems
| Autor: | Sandor Nemeth, Yingchao Gao, Roman Sznajder |
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| Rok vydání: | 2021 |
| Předmět: |
Pure mathematics
Control and Optimization Monotone polygon Rank (linear algebra) Cone (topology) Applied Mathematics Complementarity (molecular biology) Nonlinear complementarity problem Management Science and Operations Research Mixed complementarity problem Projection (linear algebra) Ambient space Mathematics |
| Zdroj: | Journal of Optimization Theory and Applications. 193:381-407 |
| ISSN: | 1573-2878 0022-3239 |
| DOI: | 10.1007/s10957-021-01962-4 |
| Popis: | In this paper, we study a new generalization of the Lorentz cone $$\mathcal{L}^n_+$$ 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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