Positive operator of extended Lorentz cone and applications of extended Lorentz cone in game theory and conic optimization

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• Guohan Zhang (University of Birmingham, School of Mathematics)
• Thursday 16 March 2017, 12:00-13:00
• University House, 110.

If you have a question about this talk, please contact Sergey Sergeev.

In previous two talks given at this seminar, we introduced extended Lorentz cones and applied it on complementarity problems and variational inequalities. By our previous results, we know that the Nash equilibrium problem can be transformed into a variational inequality. So, we applied these results and showed that a class of Nash equilbrium problems can be solved in the same way. Similarly, we showed that a class of conic optimization problems can be formulated as complementarity problems and then solved by our previous results. In this talk we will also introduce positive operators of extended Lorentz cones and show some properties of these operators.

This talk is part of the Optimisation and Numerical Analysis Seminars series.

This talk is included in these lists:

• Optimisation and Numerical Analysis Seminars
• School of Mathematics events
• University House, 110

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