Abstract

Let K⊆Rn be the n-dimensional Lorentz cone. Given an n×n matrix M and q∈Rn, the Lorentz-cone linear complementarity problem LCLCP(M,q) is to find an x∈Rn that satisfiesx∈K,y:=Mx+q∈KandyTx=0. We show that if M is a Z-matrix with respect to K, then M is positive stable if and only if LCLCP(M,q) has a non-empty finite solution set for all q∈Rn.

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