SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems

被引：7

作者：

Li, Zhizhi ^{[1
,3
,4
]}

Ke, Yifen ^{[1
]}

Zhang, Huai ^{[1
]}

Chu, Risheng ^{[2
]}

机构：

[1] Univ Chinese Acad Sci, Key Lab Computat Geodynam, Beijing 100049, Peoples R China

[2] Chinese Acad Sci, Inst Geodesy & Geophys, Wuhan 430077, Peoples R China

[3] Shenzhen Univ, Coll Informat Engn, Guangdong Key Lab Intelligent Informat Proc, Shenzhen 518060, Peoples R China

[4] Shenzhen Univ, Coll Informat Engn, Shenzhen Key Lab Media Secur, Shenzhen 518060, Peoples R China

来源：

EAST ASIAN JOURNAL ON APPLIED MATHEMATICS | 2020年 / 10卷 / 02期

基金：

美国国家科学基金会; 中国博士后科学基金;

关键词：

Linear complementarity problem; second-order cone; Jordan algebra; SOR; NEWTON METHOD;

D O I：

10.4208/eajam.011218.180719

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

SOR-like modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems using Jordan algebras are developed. The convergence of the methods is established and a strategy for the choice of the method parameters is discussed. Numerical experiments show the efficiency and effectiveness of SOR-like modulus-based matrix splitting iterationmethods for solving SOCLCP(A, K, q).

引用

页码：295 / 315

页数：21

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