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arXiv · 1707.04268

Linear complementarity problems on extended second order cones

S. Z. Németh·L. Xiao
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Abstract

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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S. Z. Németh, L. Xiao. 2017-07-13. Linear complementarity problems on extended second order cones. https://arxiv.org/abs/1707.04268

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