hBcmatrix

Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a hBcmatrix

  • Ibtihel Ben Gharbia
  • Jean Charles Gilbert
    • Categories Complementarity and Variational Inequalities Tags , , ,

    The plain Newton-min algorithm to solve the linear complementarity problem (LCP for short) $0\leq x\perp(Mx+q)\geq0$ can be viewed as a nonsmooth Newton algorithm without globalization technique to solve the system of piecewise linear equations $\min(x,Mx+q)=0$, which is equivalent to the LCP. When $M$ is an $M$-matrix of order~$n$, the algorithm is known to converge in … Read more

    On Cone of Nonsymmetric Positive Semidefinite Matrices

  • Han Jiye
  • Yingnan Wang
  • Naihua Xiu
    • Categories Linear, Cone and Semidefinite Programming, Other Topics Tags , , , , ,

    In this paper, we analyze and characterize the cone of nonsymmetric positive semidefinite matrices (NS-psd). Firstly, we study basic properties of the geometry of the NS-psd cone and show that it is a hyperbolic but not homogeneous cone. Secondly, we prove that the NS-psd cone is a maximal convex subcone of $P_0$-matrix cone which is … Read more