The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems

被引:32
|
作者
Ke, Yi-Fen [1 ,2 ,3 ]
Ma, Chang-Feng [2 ,3 ]
Zhang, Huai [1 ]
机构
[1] Univ Chinese Acad Sci, Key Lab Computat Geodynam, Beijing 100049, Peoples R China
[2] Fujian Normal Univ, Coll Math & Informat, Fuzhou 350117, Fujian, Peoples R China
[3] Fujian Normal Univ, FJKLMAA, Fuzhou 350117, Fujian, Peoples R China
基金
中国博士后科学基金; 美国国家科学基金会;
关键词
Second-order cone; Linear complementarity problem; Jordan algebra; Matrix splitting; Iteration method; INTERIOR-POINT ALGORITHMS; SMOOTHING NEWTON METHOD; P-PROPERTIES; CONVERGENCE; TRANSFORMATIONS;
D O I
10.1007/s11075-018-0484-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the second-order cone linear complementarity problems, abbreviated as SOCLCPs, we establish two classes of modulus-based matrix splitting iteration methods, which are obtained by reformulating equivalently the SOCLCP as an implicit fixed-point equation based on Jordan algebra associated with the second-order cone. The convergence of these modulus-based matrix splitting iteration methods has been established and the optimal iteration parameters of these methods are discussed when the splitting matrix is symmetric positive definite. Numerical experiments have shown that the modulus-based iteration methods are effective for solving the SOCLCPs.
引用
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页码:1283 / 1303
页数:21
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