REGULARIZED PARALLEL MATRIX-SPLITTING METHOD FOR SYMMETRIC LINEAR SECOND-ORDER CONE COMPLEMENTARITY PROBLEMS

被引：0
|
作者：
Wang, Guoxin [1 ,2 ]
Lin, Gui-Hua [2 ]
机构：
[1] Nanyang Inst Technol, Sch Math & Phys, Nanyang 473004, Peoples R China
[2] Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China
来源：
PACIFIC JOURNAL OF OPTIMIZATION | 2021年 / 17卷 / 04期
基金：
国家教育部科学基金资助;
关键词：
regularization; matrix-splitting; parallel iterative method; second-order cone complementarity problem; MULTISPLITTING METHOD; NEWTON METHODS; CONVERGENCE;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we present a regularized parallel matrix-splitting method for solving the linear second-order cone complementarity problems. The proposed method has several advantages over some previous works: (i) The method can be implemented in parallel. (ii) The method is convergent under suitable conditions for the symmetric and positive semidefinite problems. (iii) The subproblems can be solved explicitly. Preliminary numerical experience indicates that the proposed method may be effective for large scale problems.
引用
收藏
页码：565 / 575
页数：11
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