The Monotone Extended Second-Order Cone and Mixed Complementarity Problems

Author:

Gao Yingchao,Németh Sándor ZoltánORCID,Sznajder Roman

Abstract

AbstractIn this paper, we study a new generalization of the Lorentz cone $$\mathcal{L}^n_+$$ L + n , called the monotone extended second-order cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility. Moreover, we show that in an ambient space, a cylinder is an isotonic projection set with respect to MESOC. We also examine a nonlinear complementarity problem on a cylinder, which is equivalent to a suitable mixed complementarity problem, and provide a computational example illustrating applicability of MESOC.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference18 articles.

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3. Ferreira, O., Gao, Y., Németh, S.Z.: How to project onto the monotone extended second order cone. arXiv:2102.02040 (2021)

4. Gowda, M.S., Tao, J.: On the bilinearity rank of a proper cone and Lyapunov-like transformations. Math. Prog. 147, 155–170 (2014)

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