Related papers: Complementarity and Related Problems
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…
In this paper, we study the linear complementarity problems on the monotone extended second order cones. We demonstrate that the linear complementarity problem on the monotone extended second order cone can be converted into a mixed…
In this paper, we study the stochastic linear complementarity problems on extended second order cones (stochastic ESOCLCP). We first convert the problem to a stochastic mixed complementarity problem on the nonegative orthant (SMixCP).…
In this paper a special semi-smooth equation associated to the second order cone is studied. It is shown that, under mild assumptions, the semi-smooth Newton method applied to this equation is well-defined and the generated sequence is…
Although the Karush-Kuhn-Tucker conditions suggest a connection between a conic optimization problem and a complementarity problem, it is difficult to find an accessible explicit form of this relationship in the literature. This note will…
In this paper the spherical quasi-convexity of quadratic functions on spherically convex sets is studied. Several conditions characterizing the spherical quasi-convexity of quadratic functions are presented. In particular, conditions…
In this paper we study the spherical convexity of quadratic functions on spherically convex sets. In particular, conditions characterizing the spherical convexity of quadratic functions on spherical convex sets associated to the positive…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
This paper is concerned with second-order optimality conditions for the mathematical program with semidefinite cone complementarity constraints (SDCMPCC).To achieve this goal, we first provide an exact characterization on the second-order…
The congruence orbit of a matrix has a natural connection with the linear complementarity problem on simplicial cones formulated for the matrix. In terms of the two approaches -- the congruence orbit and the family of all simplicial cones…
The second-order tangent set is an important concept in describing the curvature of the set involved. Due to the existence of the complementarity condition, the second-order cone (SOC) complementarity set is a nonconvex set. Moreover,…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
In this paper we extend the notion of a Lorentz cone. We call a closed convex set isotone projection set with respect to a pointed closed convex cone if the projection onto the set is isotone (i.e., monotone) with respect to the order…
In this paper we study second-order optimality conditions for non-convex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well-known that second-order optimality conditions involve the support…
Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization…
The proximal, regular and limiting normal cones to the second-order cone complementarity set play important roles in studying mathematical programs with second-order cone complementarity constraints, second-order cone programs, and the…
This article investigates the approximation quality achievable for biobjective minimization problems with respect to the Pareto cone by solutions that are (approximately) optimal with respect to larger ordering cones. When simultaneously…
In this paper, we study a new generalization of the Lorentz cone, called the Monotone Extended Second Order Cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility.…
In this paper, the spherical quasi-convexity of quadratic functions on spherically subdual convex sets is studied. Sufficient conditions for spherical quasi-convexity on spherically subdual convex sets are presented. A partial…
In this paper it is shown that higher order quasiconvex functions suitable in the variational treatment of problems involving second derivatives may be extended to the space of all matrices as classical quasiconvex functions. Precisely, it…