The solution set structure of monotone linear complementarity problems over second-order cone

Authors:
Lingchen Kong;Naihua Xiu;Jiye Han
Affiliations:
Department of Applied Mathematics, Beijing Jiaotong University, Beijing 100044, PR China;Department of Applied Mathematics, Beijing Jiaotong University, Beijing 100044, PR China;Institute of Applied Mathematics, Academy of Mathematics and System Science, Chinese Academy of Sciences, Beijing 100080, PR China
Venue:
Operations Research Letters
Year:
2008

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Abstract

The second-order cone linear complementarity problem (SOCLCP) is a generalization of the linear complementarity problem (LCP). In this paper we characterize the solution set of a monotone SOCLCP with the help of the Jordan-algebraic technique.