Centers of monotone generalized complementarity problems

Centers of monotone generalized complementarity problems

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Article ID: iaor2004748
Country: United States
Volume: 22
Issue: 4
Start Page Number: 969
End Page Number: 976
Publication Date: Nov 1997
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: complementarity
Abstract:

Let C be a full dimensional, closed, pointed and convex cone in a finite dimensional real vector space E with an inner product [x,y] of x,y ∈ E, and M a maximal monotone subset of E × E. This paper studies the existence and continuity of centers of the monotone generalized complementarity problem associated with C and M: Find (x, y) ∈ M ∪ (C × C*) such that [x,y] = 0. Here C* = y ∈ E|[x,y] ≥ 0∀x ∈ C denotes the dual cone of C. The main result of the paper unifies and extends some results established for monotone complementarity problems in Euclidean space and monotone semidefinite linear complementarity problems in symmetric matrices.

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