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The GUS-property of second-order cone linear complementarity problems

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Abstract

The globally uniquely solvable (GUS) property of the linear transformation of the linear complementarity problems over symmetric cones has been studied recently by Gowda et al. via the approach of Euclidean Jordan algebra. In this paper, we contribute a new approach to characterizing the GUS property of the linear transformation of the second-order cone linear complementarity problems (SOCLCP) via some basic linear algebra properties of the involved matrix of SOCLCP. Some more concrete and checkable sufficient and necessary conditions for the GUS property are thus derived.

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Authors and Affiliations

  1. School of Mathematical Sciences, Fudan University, Shanghai, 200433, China

    Wei Hong Yang

  2. Department of Mathematics, Hong Kong Baptist University, Hong Kong, China

    Xiaoming Yuan

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  1. Wei Hong Yang
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  2. Xiaoming Yuan
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Correspondence to Wei Hong Yang.

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Yang, W.H., Yuan, X. The GUS-property of second-order cone linear complementarity problems. Math. Program. 141, 295–317 (2013). https://doi.org/10.1007/s10107-012-0523-1

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  • DOI: https://doi.org/10.1007/s10107-012-0523-1

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