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: | Seeger Alberto, Sossa David |
Keywords: | complementarity, global optimization, Programming (cone) |
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.