Least-change secant update methods for undetermined systems
SIAM Journal on Numerical Analysis
A nonsmooth version of Newton's method
Mathematical Programming: Series A and B
The Quadratic Eigenvalue Problem
SIAM Review
Computational Optimization and Applications
Box-constrained minimization reformulations of complementarity problems in second-order cones
Journal of Global Optimization
Computing sum of squares decompositions with rational coefficients
Theoretical Computer Science
Moments and sums of squares for polynomial optimization and related problems
Journal of Global Optimization
On equivalent reformulations for absolute value equations
Computational Optimization and Applications
A generalized Newton method for absolute value equations associated with second order cones
Journal of Computational and Applied Mathematics
A nonsmooth algorithm for cone-constrained eigenvalue problems
Computational Optimization and Applications
The solution set structure of monotone linear complementarity problems over second-order cone
Operations Research Letters
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We study a general equilibrium model formulated as a smooth system of equations coupled with complementarity conditions relative to the $$n$$-dimensional Lorentz cone. For the purpose of analysis, as well as for the design of algorithms, we exploit the fact that the Lorentz cone is representable as a cone of squares in a suitable Euclidean Jordan algebra.