Linear complementarity problems on extended second order cones
Optimization and Control
2018-01-22 v5
Abstract
In this paper, we study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed complementarity problem on the non-negative orthant. We state necessary and sufficient conditions for a point to be a solution of the converted problem. We also present solution strategies for this problem, such as the Newton method and Levenberg-Marquardt algorithm. Finally, we present some numerical examples.
Cite
@article{arxiv.1707.04268,
title = {Linear complementarity problems on extended second order cones},
author = {S. Z. Németh and L. Xiao},
journal= {arXiv preprint arXiv:1707.04268},
year = {2018}
}