Conic optimization and complementarity problems
S. Z. N\'emeth, Guohan Zhang
TL;DR
This paper establishes an explicit relationship between conic optimization problems and complementarity problems, clarifying their theoretical connection which has been previously difficult to express explicitly.
Contribution
It provides an accessible explicit form linking conic optimization and complementarity problems, filling a gap in the existing literature.
Findings
Derived an explicit relationship between conic optimization and complementarity problems
Clarified the theoretical connection between the two problem classes
Facilitated better understanding of their interplay in optimization theory
Abstract
Although the Karush-Kuhn-Tucker conditions suggest a connection between a conic optimization problem and a complementarity problem, it is difficult to find an accessible explicit form of this relationship in the literature. This note will present such a relationship.
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Optimization and Variational Analysis · Game Theory and Voting Systems