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Equilibrium problems involving the Lorentz cone

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Abstract

We study a general equilibrium model formulated as a smooth system of equations coupled with complementarity conditions relative to the \(n\)-dimensional Lorentz cone. For the purpose of analysis, as well as for the design of algorithms, we exploit the fact that the Lorentz cone is representable as a cone of squares in a suitable Euclidean Jordan algebra.

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Acknowledgments

We would like to thank the referees for meticulous reading of the manuscript and for several suggestions that improved the presentation.

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Authors and Affiliations

  1. Departamento de Matemática, Universidad Técnica Federico Santa María, Avda. España 1680, Valparaiso, Chile

    Pedro Gajardo

  2. Département de Mathématiques, Université d’Avignon, 33 rue Louis Pasteur, 84000 , Avignon, France

    Alberto Seeger

Authors
  1. Pedro Gajardo
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  2. Alberto Seeger
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Correspondence to Alberto Seeger.

Additional information

Pedro Gajardo was partially supported by Chilean Fondecyt Grant No. 1120239 and by “Programa de Financiamiento Basal” from the Center of Mathematical Modeling, Universidad de Chile.

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Gajardo, P., Seeger, A. Equilibrium problems involving the Lorentz cone. J Glob Optim 58, 321–340 (2014). https://doi.org/10.1007/s10898-013-0076-8

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  • DOI: https://doi.org/10.1007/s10898-013-0076-8

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