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Linear complementarity problems on extended second order cones
In this paper, we study the linear complementarity problems on extended
second order cones. We convert a linear complementarity problem on an extended
second order cone into a mixed complementarity problem on the non-negative
orthant. We state necessary and sufficient conditions for a point to be a
solution of the converted problem. We also present solution strategies for this
problem, such as the Newton method and Levenberg-Marquardt algorithm. Finally,
we present some numerical examples
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