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Homogeneous Cone Complementarity Problems and P Properties ∗

By Lingchen Kong, Levent Tunçel and Naihua Xiu

Abstract

We consider existence and uniqueness properties of a solution to homogeneous cone complementarity problem (HCCP). Employing the T-algebraic characterization of homogeneous cones, we generalize the P, P0, R0 properties for a nonlinear function associated with the standard nonlinear complementarity problem to the setting of HCCP. We prove that if a continuous function has either the order-P0 and R0, or the P0 and R0 properties then all the associated HCCPs have solutions. In particular, if a continuous monotone function has the trace-P property then the associated HCCP has a unique solution (if any); if it has the uniform-trace-P property then the associated HCCP has the global uniqueness (of the solution) property (GUS). Moreover, we establish a global error bound for the HCCP with the uniform-trace-P property under some conditions for homogeneous cone linear complementarity problem

Topics: Homogeneous cone complementarity problem, P property, existence of a solution, globally
Year: 2009
OAI identifier: oai:CiteSeerX.psu:10.1.1.187.2794
Provided by: CiteSeerX
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