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Linear complementarity results for Z-matrices on Lorentz cone
Date Issued
01-09-2015
Author(s)
Indian Institute of Technology, Madras
Abstract
Let K ⊃ <sup>Rn</sup> be the n-dimensional Lorentz cone. Given an n×n matrix M and q ε <sup>Rn</sup>, the Lorentz-cone linear complementarity problem LCLCP(M,q) is to find an x ε<sup>Rn</sup> that satisfiesx ε K,y:=Mx+q ε Kand<sup>yT</sup>x=0. We show that if M is a Z-matrix with respect to K, then M is positive stable if and only if LCLCP(M,q) has a non-empty finite solution set for all q ε <sup>Rn</sup>.
Volume
480