English

Homogeneous Cone Complementarity Problems and $P$ Properties

Optimization and Control 2010-11-15 v2

Abstract

We consider existence and uniqueness properties of a solution to homogeneous cone complementarity problem (HCCP). Employing the TT-algebraic characterization of homogeneous cones, we generalize the P,P0,R0P, P_0, R_0 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-P0P_0 and R0R_0, or the P0P_0 and R0R_0 properties then all the associated HCCPs have solutions. In particular, if a continuous function has the trace-PP property then the associated HCCP has a unique solution (if any); if it has the uniform-trace-PP 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-PP property. Finally, we study the HCCP with the relaxation transformation on a TT-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

R2 v1 2026-06-21T12:50:30.312Z