A note on strict complementarity for the doubly non-negative cone
| Autor: | Bolor Jargalsaikhan, Jan-J. Rückmann |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: |
doubly non-negative cone
021103 operations research Control and Optimization strict complementarity Applied Mathematics 0211 other engineering and technologies Complementary faces 02 engineering and technology Management Science and Operations Research 01 natural sciences Complementarity (physics) 010101 applied mathematics Combinatorics cone programming 0101 mathematics Mathematics Cone programming |
| Zdroj: | Optimization, 68(2-3), 457-464. Taylor and Francis Ltd |
| ISSN: | 0233-1934 |
| Popis: | In this paper, we consider a closed convex cone given by the intersection of two cones and . We study faces and complementary faces of in terms of and . Based on complementary faces, the tangent spaces of can be characterized as well. Moreover, many numerical methods assume regularity conditions such as strict complementarity. We provide necessary and sufficient conditions for strict complementarity for the cone . All these results can be applied to the doubly non-negative cone. Finally, a numerically efficient procedure for checking strict complementarity of for the doubly non-negative cone is provided when X has exactly one zero eigenvalue. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|