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Mathematical Programming
Article . 2000 . Peer-reviewed
License: Springer TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
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Data sources: zbMATH Open
DBLP
Article . 2020
Data sources: DBLP
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On semidefinite linear complementarity problems

Authors: M. Seetharama Gowda; Yoon J. Song;

On semidefinite linear complementarity problems

Abstract

The paper deals with the SemiDefinite Linear Complementarity Problem (SDLCP\((L,S^n_+)\): find a matrix \(X \in S^n_+\) such that \(Y=L(x)+Q \in S^n_+\) and and \(\langle X,Y\rangle=0\), where \(S^n\) (\(S^n_+\)) denote the set of symmetric (positive semidefinite) matrices, \(L: S^n \rightarrow S^n\) is a linear transformation, \(Q \in S^n\) and \(\langle X,Y\rangle\) denotes the trace of the matrix \(XY\). In this paper several LCP related concepts are extended to SDLCP. The well known LCP properties (\(R_0\) \(Q_0\)) are extended to linear transformations, as well as semi-monotone , strictly semi-monotone, column sufficiency, cross commutative, and variations of the P-property (so called \(P_1\) and \(P_2\)) -properties). The authors consider in particular these properties for Lyapunov transformation \(L_A=AX+XA^T.\) It is shown the equivalence between some of these properties for \(L_A\), and it is also proven that the P-property (the Q-property) is equivalent to \(A\) being a positive stable (i.e., real parts of eigenvalues of \(A\) are positive). As a special case, a theorem of Lyapunov is deduced. As shown by a counterexample, the P-property of \(L\) does not imply the uniqueness of a solutions in the SDLCP. So, in order to address the unique solvability of SDLCP the author introduces the globally uniquely solvable property (GUS-property) of a linear transformation \(L\). It is proven that \(L_A\) has the GUS property iff A is positive stable (i.e., and positive semidefinite).

Keywords

Lyapunov theorem, Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), GUS-property, semidefinite linear complementarity problem, P-property

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
59
Top 10%
Top 10%
Average
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