Complementarity problems with respect to Loewnerian cones

Complementarity problems with respect to Loewnerian cones

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Article ID: iaor201526121
Volume: 62
Issue: 2
Start Page Number: 299
End Page Number: 318
Publication Date: Jun 2015
Journal: Journal of Global Optimization
Authors: ,
Keywords: complementarity, global optimization, Programming (cone)
Abstract:

This work deals with the analysis and numerical resolution of a broad class of complementarity problems on spaces of symmetric matrices. The complementarity conditions are expressed in terms of the Loewner ordering or, more generally, with respect to a dual pair of Loewnerian cones.

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