Existence and Uniqueness of Solutions for Homogeneous Cone Complementarity Problems

被引:0
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作者
Lingchen Kong
Levent Tunçel
Naihua Xiu
机构
[1] Beijing Jiaotong University,Department of Applied Mathematics
[2] University of Waterloo,Department of Combinatorics and Optimization, Faculty of Mathematics
关键词
Homogeneous cone complementarity problem; Existence of a solution; Globally uniquely solvability property;
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摘要
We consider existence and uniqueness properties of a solution to homogeneous cone complementarity problem. Employing an algebraic characterization of homogeneous cones due to Vinberg from the 1960s, we generalize the properties of existence and uniqueness of solutions for a nonlinear function associated with the standard nonlinear complementarity problem to the setting of homogeneous cone complementarity problem. We provide sufficient conditions for a continuous function so that the associated homogeneous cone complementarity problems have solutions. In particular, we give sufficient conditions for a monotone continuous function so that the associated homogeneous cone complementarity problem has a unique solution (if any). Moreover, we establish a global error bound for the homogeneous cone complementarity problem under some conditions.
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页码:357 / 376
页数:19
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