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arxiv: 1707.04268 · v5 · pith:AAREH5QQnew · submitted 2017-07-13 · 🧮 math.OC

Linear complementarity problems on extended second order cones

classification 🧮 math.OC
keywords complementarityproblemextendedlinearordersecondconesproblems
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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.

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