Relationship between strong monotonicity property, P2-property, and the Globally Uniquely Solvable (GUS)-property in semidefinite linear complementarity problems

Relationship between strong monotonicity property, P2-property, and the Globally Uniquely Solvable (GUS)-property in semidefinite linear complementarity problems

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Article ID: iaor2004396
Country: United States
Volume: 27
Issue: 2
Start Page Number: 326
End Page Number: 331
Publication Date: May 2002
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: semidefinite programming
Abstract:

In the recent paper on semidefinite linear complementarity problems, Gowda and Song introduced and studied the P-property, P2-property, GUS-property, and strong monotonicity property for linear transformation L: Sn → Sn, where Sn is the space of all symmetric and real n × n matrices. In an attempt to characterize the P2-property, they raised the following two questions: (i) Does the strong monotonicity imply the P2-property? (ii) Does the GUS-property imply the P2-property? In this paper, we show that the strong monotonicity property implies the P2-property for any linear transformation and describe an equivalence between these two properties for Lyapunov and other transformations. We show by means of an example that the GUS-property need not imply the P2-property, even for Lyapunov transformations.

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