Journal of Global Optimization

, Volume 62, Issue 2, pp 299–318 | Cite as

Complementarity problems with respect to Loewnerian cones

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Abstract

This work deals with the analysis and numerical resolution of a broad class of complementarity problems on spaces of symmetric matrices. The complementarity conditions are expressed in terms of the Loewner ordering or, more generally, with respect to a dual pair of Loewnerian cones.

Keywords

Nonlinear complementarity problem Loewner ordering  Cone-constrained eigenvalue problem Semismooth Newton method 

Mathematics Subject Classification

15A18 65F20 65H10 

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of AvignonAvignonFrance
  2. 2.Departamento de Ingeniería Matemática, Centro de Modelamiento Matemático (CNRS UMI 2807), FCFMUniversidad de ChileSantiagoChile

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