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The Monotone Extended Second-Order Cone and Mixed Complementarity Problems

Author

Listed:
  • Yingchao Gao

    (University of Birmingham)

  • Sándor Zoltán Németh

    (University of Birmingham)

  • Roman Sznajder

    (Bowie State University)

Abstract

In this paper, we study a new generalization of the Lorentz cone $$\mathcal{L}^n_+$$ L + n , called the monotone extended second-order cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility. Moreover, we show that in an ambient space, a cylinder is an isotonic projection set with respect to MESOC. We also examine a nonlinear complementarity problem on a cylinder, which is equivalent to a suitable mixed complementarity problem, and provide a computational example illustrating applicability of MESOC.

Suggested Citation

  • Yingchao Gao & Sándor Zoltán Németh & Roman Sznajder, 2022. "The Monotone Extended Second-Order Cone and Mixed Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 381-407, June.
    • Handle: RePEc:spr:joptap:v:193:y:2022:i:1:d:10.1007_s10957-021-01962-4
    DOI: 10.1007/s10957-021-01962-4
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    References listed on IDEAS

    as
    1. S. Németh & G. Zhang, 2015. "Extended Lorentz cones and mixed complementarity problems," Journal of Global Optimization, Springer, vol. 62(3), pages 443-457, July.
    2. Sándor Zoltán Németh & Guohan Zhang, 2016. "Extended Lorentz Cones and Variational Inequalities on Cylinders," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 756-768, March.
    3. Sándor Zoltán Németh & Lianghai Xiao, 2018. "Linear Complementarity Problems on Extended Second Order Cones," Journal of Optimization Theory and Applications, Springer, vol. 176(2), pages 269-288, February.
    4. Roman Sznajder, 2016. "The Lyapunov rank of extended second order cones," Journal of Global Optimization, Springer, vol. 66(3), pages 585-593, November.
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