The solvabilities of SOCEiCP and SOCQEiCP

Wei-Ming Hsu

Department of Mathematics

National Taiwan Normal University

    In this paper, we study the solvabilities of two optimization problems associated with second-order cone, including eigenvalue complementarity problem associated with second order cone (SOCEiCP), and quadratic eigenvalue complementarity problem associated with second order cone (SOCQEiCP). First of all, we try to rewrite the SOCEiCP as instances of the SOCCP. Secondly, we also try to rewrite SOCQEiCP as instances of SOCCP. Furthermore, we study some algorithms for solving SOCEiCP and SOCQEiCP.

Keyword: Solvability, eigenvalue, second-order cone

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