Article ID: | iaor2009678 |
Country: | Netherlands |
Volume: | 36 |
Issue: | 1 |
Start Page Number: | 71 |
End Page Number: | 76 |
Publication Date: | Jan 2008 |
Journal: | Operations Research Letters |
Authors: | Han Jiye, Kong Lingchen, Xiu Naihua |
Keywords: | complementarity |
The second-order cone linear complementarity problem (SOCLCP) is a generalization of the linear complementarity problem (LCP). In this paper we characterize the solution set of a monotone SOCLCP with the help of the Jordan-algebraic technique.