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).
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页码：295 / 315
页数：21
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