Homogeneous Cone Complementarity Problems and $P$ Properties
Abstract
We consider existence and uniqueness properties of a solution to homogeneous cone complementarity problem (HCCP). Employing the -algebraic characterization of homogeneous cones, we generalize the properties for a nonlinear function associated with the standard nonlinear complementarity problem to the setting of HCCP. We prove that if a continuous function has either the order- and , or the and properties then all the associated HCCPs have solutions. In particular, if a continuous function has the trace- property then the associated HCCP has a unique solution (if any); if it has the uniform-trace- property then the associated HCCP has the global uniqueness (of the solution) property (GUS). We present a necessary condition for a nonlinear transformation to have the GUS property. Moreover, we establish a global error bound for the HCCP with the uniform-trace- property. Finally, we study the HCCP with the relaxation transformation on a -algebra and automorphism invariant properties for homogeneous cone linear complementarity problem.
Keywords
Cite
@article{arxiv.0904.1827,
title = {Homogeneous Cone Complementarity Problems and $P$ Properties},
author = {Lingchen Kong and Levent Tunçel and Naihua Xiu},
journal= {arXiv preprint arXiv:0904.1827},
year = {2010}
}
Comments
18 pages