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Stein linear programs over symmetric cones
Date Issued
01-12-2013
Author(s)
Jeyaraman, I.
Indian Institute of Technology, Madras
Indian Institute of Technology, Madras
Abstract
In this paper, using Moore-Penrose inverse, we characterize the feasibility of primal and dual Stein linear programs over symmetric cones in a Euclidean Jordan algebra V. We give sufficient conditions for the solvability of the Stein linear programming problem. Further, we give a characterization of the globally uniquely solvable property for the Stein transformation in terms of a least element of a set in V in the context of the linear complementarity problem. © 2013 World Scientific Publishing Company.
Volume
15