Equilibrium problems involving the Lorentz cone

We study a general equilibrium model formulated as a smooth system of equations coupled with complementarity conditions relative to the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$n$$</EquationSource> </InlineEquation>-dimensional Lorentz cone. For the purpose of analysis, as well as for the design of algorithms, we exploit the fact that the Lorentz cone is representable as a cone of squares in a suitable Euclidean Jordan algebra. Copyright Springer Science+Business Media New York 2014