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On the Range of the Pseudomonotone Second-Order Cone Linear Complementarity Problem

Author

Listed:
  • Wei Hong Yang

    (Fudan University)

  • Lei-Hong Zhang

    (Shanghai University of Finance and Economics)

  • Chungen Shen

    (University of Shanghai for Science and Technology)

Abstract

In this paper, we provide a complete characterization of the range of the pseudomonotone second-order cone linear complementarity problem. In particular, by answering the three questions that under what conditions the range is the whole space, convex and closed, respectively, we explicitly characterize and formulate the range of the pseudomonotone second-order cone linear complementarity problem.

Suggested Citation

  • Wei Hong Yang & Lei-Hong Zhang & Chungen Shen, 2017. "On the Range of the Pseudomonotone Second-Order Cone Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 504-522, May.
    • Handle: RePEc:spr:joptap:v:173:y:2017:i:2:d:10.1007_s10957-017-1090-7
    DOI: 10.1007/s10957-017-1090-7
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    References listed on IDEAS

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    1. M. Seetharama Gowda & Roman Sznajder, 2006. "Automorphism Invariance of P - and GUS -Properties of Linear Transformations on Euclidean Jordan Algebras," Mathematics of Operations Research, INFORMS, vol. 31(1), pages 109-123, February.
    2. Jiyuan Tao, 2013. "Linear Complementarity Problem with Pseudomonotonicity on Euclidean Jordan Algebras," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 41-56, October.
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