Positive Subdefinite Matrices, Generalized Monotonicity, and Linear Complementarity Problems

Authors:
J.-P. Crouzeix;A. Hassouni;A. Lahlou;S. Schaible
Affiliations:
-;-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2000

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Think co(mpletely)positive ! Matrix properties, examples and a clustered bibliography on copositive optimization

Journal of Global Optimization

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Abstract

Positive subdefinite matrices were introduced by Martos to characterize generalized convex quadratic functions. This concept is extended to nonsymmetric matrices. It leads to a study of pseudomonotone matrices and to new characterizations of generalized monotone affine maps. Finally, some properties of linear complementarity problems involving such maps are derived.