Relationship between strong monotonicity property, P2-property, and the GUS-property in semidefinite linear complementarity problems

Parthasarathy, T. ; Sampangi Raman, D. ; Sriparna, B. (2002) Relationship between strong monotonicity property, P2-property, and the GUS-property in semidefinite linear complementarity problems Mathematics of Operations Research, 27 (2). pp. 326-331. ISSN 0364-765X

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Official URL: http://mor.journal.informs.org/content/27/2/326.sh...

Related URL: http://dx.doi.org/10.1287/moor.27.2.326.319

Abstract

In a recent paper on semidefinite linear complementarity problems, Gowda and Song (2000) introduced and studied the P-property, P2-property, GUS-property, and strong monotonicity property for linear transformation L: Sn → Sn, where Sn is the space of all symmetric and real n × n matrices. In an attempt to characterize the P2-property, they raised the following two questions: (i) Does the strong monotonicity imply the P2-property? (ii) Does the GUS-property imply the P2-property? In this paper, we show that the strong monotonicity property implies the P2-property for any linear transformation and describe an equivalence between these two properties for Lyapunov and other transformations. We show by means of an example that the GUS-property need not imply the P2-property, even for Lyapunov transformations.

Item Type:Article
Source:Copyright of this article belongs to Informs.
Keywords:Semidefinite Linear Complementarity Problem; Positive Semidefinite Matrix; Lyapunov Transformation; GUS-property; Strong Monotonicity Property; P2-property
ID Code:90950
Deposited On:15 May 2012 10:00
Last Modified:15 May 2012 10:00

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