IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v73y2019i1d10.1007_s10898-018-0689-z.html
   My bibliography  Save this article

The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra

Author

Listed:
  • Xiaoni Chi

    (Guilin University of Electronic Technology)

  • M. Seetharama Gowda

    (University of Maryland, Baltimore County)

  • Jiyuan Tao

    (Loyola University Maryland)

Abstract

A weighted complementarity problem is to find a pair of vectors belonging to the intersection of a manifold and a cone such that the product of the vectors in a certain algebra equals a given weight vector. If the weight vector is zero, we get a complementarity problem. Examples of such problems include the Fisher market equilibrium problem and the linear programming and weighted centering problem. In this paper we consider the weighted horizontal linear complementarity problem in the setting of Euclidean Jordan algebras and establish some existence and uniqueness results. For a pair of linear transformations on a Euclidean Jordan algebra, we introduce the concepts of $$\mathbf{R}_0$$ R 0 , $$\mathbf{R}$$ R , and $$\mathbf{P}$$ P properties and discuss the solvability of wHLCPs under nonzero (topological) degree conditions. A uniqueness result is stated in the setting of $${\mathbb {R}}^{n}$$ R n . We show how our results naturally lead to interior point systems.

Suggested Citation

  • Xiaoni Chi & M. Seetharama Gowda & Jiyuan Tao, 2019. "The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra," Journal of Global Optimization, Springer, vol. 73(1), pages 153-169, January.
  • Handle: RePEc:spr:jglopt:v:73:y:2019:i:1:d:10.1007_s10898-018-0689-z
    DOI: 10.1007/s10898-018-0689-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10898-018-0689-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10898-018-0689-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Masakazu Kojima & Shinji Mizuno & Toshihito Noma, 1990. "Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 15(4), pages 662-675, November.
    2. M. Seetharama Gowda, 1993. "Applications of Degree Theory to Linear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 868-879, November.
    3. Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
    4. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. Seetharama Gowda, 2019. "Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras," Journal of Global Optimization, Springer, vol. 74(2), pages 285-295, June.
    2. Punit Kumar Yadav & Palpandi Karuppaiah, 2023. "Generalizations of $$R_0$$ R 0 and $$\textbf{SSM}$$ SSM Properties for Extended Horizontal Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 392-414, October.
    3. Xiaoni Chi & Guoqiang Wang, 2021. "A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 108-129, July.
    4. Xiaoni Chi & Guoqiang Wang & Goran Lesaja, 2024. "Kernel-Based Full-Newton Step Feasible Interior-Point Algorithm for $$P_{*}(\kappa )$$ P ∗ ( κ ) -Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 108-132, July.
    5. Jingyong Tang & Jinchuan Zhou & Hongchao Zhang, 2023. "An Accelerated Smoothing Newton Method with Cubic Convergence for Weighted Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 641-665, February.
    6. Jingyong Tang & Jinchuan Zhou & Zhongfeng Sun, 2023. "A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI," Annals of Operations Research, Springer, vol. 321(1), pages 541-564, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. M. Seetharama Gowda, 2019. "Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras," Journal of Global Optimization, Springer, vol. 74(2), pages 285-295, June.
    2. Xueli Bai & Mengmeng Zheng & Zheng-Hai Huang, 2021. "Unique solvability of weakly homogeneous generalized variational inequalities," Journal of Global Optimization, Springer, vol. 80(4), pages 921-943, August.
    3. Zheng-Hai Huang & Liqun Qi, 2019. "Tensor Complementarity Problems—Part I: Basic Theory," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 1-23, October.
    4. Punit Kumar Yadav & Palpandi Karuppaiah, 2023. "Generalizations of $$R_0$$ R 0 and $$\textbf{SSM}$$ SSM Properties for Extended Horizontal Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 392-414, October.
    5. Behrouz Kheirfam, 2024. "Complexity Analysis of a Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 133-145, July.
    6. Karan N. Chadha & Ankur A. Kulkarni, 2022. "On independent cliques and linear complementarity problems," Indian Journal of Pure and Applied Mathematics, Springer, vol. 53(4), pages 1036-1057, December.
    7. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Computing Integral Solutions of Complementarity Problems," Discussion Paper 2005-5, Tilburg University, Center for Economic Research.
    8. Hoang Ngoc Tuan, 2015. "Boundedness of a Type of Iterative Sequences in Two-Dimensional Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 234-245, January.
    9. Xiao Wang & Xinzhen Zhang & Guangming Zhou, 2020. "SDP relaxation algorithms for $$\mathbf {P}(\mathbf {P}_0)$$P(P0)-tensor detection," Computational Optimization and Applications, Springer, vol. 75(3), pages 739-752, April.
    10. Zhang, Yongxiong & Zheng, Hua & Lu, Xiaoping & Vong, Seakweng, 2023. "Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems," Applied Mathematics and Computation, Elsevier, vol. 458(C).
    11. Guo-qiang Wang & Yu-jing Yue & Xin-zhong Cai, 2009. "Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem," Fuzzy Information and Engineering, Springer, vol. 1(4), pages 435-445, December.
    12. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2011. "Solving discrete systems of nonlinear equations," European Journal of Operational Research, Elsevier, vol. 214(3), pages 493-500, November.
    13. E. Demidenko, 2008. "Criteria for Unconstrained Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 136(3), pages 375-395, March.
    14. R. B. Bapat & S. K. Neogy, 2016. "On a quadratic programming problem involving distances in trees," Annals of Operations Research, Springer, vol. 243(1), pages 365-373, August.
    15. Zheng, Hua & Vong, Seakweng & Liu, Ling, 2019. "A direct preconditioned modulus-based iteration method for solving nonlinear complementarity problems of H-matrices," Applied Mathematics and Computation, Elsevier, vol. 353(C), pages 396-405.
    16. Zheng-Hai Huang & Yu-Fan Li & Yong Wang, 2023. "A fixed point iterative method for tensor complementarity problems with the implicit Z-tensors," Journal of Global Optimization, Springer, vol. 86(2), pages 495-520, June.
    17. G. Isac & S. Z. Németh, 2008. "REFE-Acceptable Mappings: Necessary and Sufficient Condition for the Nonexistence of a Regular Exceptional Family of Elements," Journal of Optimization Theory and Applications, Springer, vol. 137(3), pages 507-520, June.
    18. Christoph Böhringer & Thomas F. Rutherford, 2017. "Paris after Trump: An Inconvenient Insight," CESifo Working Paper Series 6531, CESifo.
    19. Xiaoni Chi & Guoqiang Wang & Goran Lesaja, 2024. "Kernel-Based Full-Newton Step Feasible Interior-Point Algorithm for $$P_{*}(\kappa )$$ P ∗ ( κ ) -Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 108-132, July.
    20. Lingchen Kong & Levent Tunçel & Naihua Xiu, 2012. "Existence and Uniqueness of Solutions for Homogeneous Cone Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 153(2), pages 357-376, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:73:y:2019:i:1:d:10.1007_s10898-018-0689-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.