Linear Complementarity Problems on Extended Second Order Cones
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DOI: 10.1007/s10957-018-1220-x
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References listed on IDEAS
- Patrick Jaillet & Damien Lamberton & Bernard Lapeyre, 1990. "Variational inequalities and the pricing of American options," Post-Print hal-01667008, HAL.
- S. Németh & G. Zhang, 2015. "Extended Lorentz cones and mixed complementarity problems," Journal of Global Optimization, Springer, vol. 62(3), pages 443-457, July.
- Sándor Zoltán Németh & Guohan Zhang, 2016. "Extended Lorentz Cones and Variational Inequalities on Cylinders," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 756-768, March.
- Roman Sznajder, 2016. "The Lyapunov rank of extended second order cones," Journal of Global Optimization, Springer, vol. 66(3), pages 585-593, November.
- J. M. Borwein & M. A. H. Dempster, 1989. "The Linear Order Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 14(3), pages 534-558, August.
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Cited by:
- Dezhou Kong & Lishan Liu & Yonghong Wu, 2020. "Isotonicity of Proximity Operators in General Quasi-Lattices and Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 187(1), pages 88-104, October.
- Yingchao Gao & Sándor Zoltán Németh & Roman Sznajder, 2022. "The Monotone Extended Second-Order Cone and Mixed Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 381-407, June.
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Keywords
Complementarity problem; Extended second order cone; Conic optimization;All these keywords.
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