A Lipschitzian error bound for monotone symmetric cone linear complementarity problem

We first discuss some properties of the solution set of a monotone symmetric cone linear complementarity problem (SCLCP), and then consider the limiting behaviour of a sequence of strictly feasible solutions within a wide neighbourhood of central trajectory for the monotone SCLCP. Under assumptions...

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Bibliographic Details
Published inOptimization Vol. 64; no. 11; pp. 2395 - 2416
Main Authors Baes, Michel, Lin, Huiling
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 02.11.2015
Taylor & Francis LLC
Subjects
Algebra
Byproducts
complementarity problem
Constraining
Convex analysis
error bound
Errors
Euclidean space
Mathematical problems
Optimization
Programming
Quadratic programming
quadratic symmetric cone programming
Studies
Symmetry
Trajectories
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Summary:We first discuss some properties of the solution set of a monotone symmetric cone linear complementarity problem (SCLCP), and then consider the limiting behaviour of a sequence of strictly feasible solutions within a wide neighbourhood of central trajectory for the monotone SCLCP. Under assumptions of strict complementarity and Slater's condition, we provide four different characterizations of a Lipschitzian error bound for the monotone SCLCP in general Euclidean Jordan algebras. Thanks to the observation that a pair of primal-dual convex quadratic symmetric cone programming (CQSCP) problems can be exactly formulated as the monotone SCLCP, thus we obtain the same error bound results for CQSCP as a by-product.
Bibliography:ObjectType-Article-1
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content type line 23
ISSN:0233-1934
1029-4945
DOI:10.1080/02331934.2014.979323