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

DOI10.4208/eajam.011218.180719zbMath1458.90595OpenAlexW3014143652MaRDI QIDQ4986599

Yi-Fen Ke, Zhi Zhi Li, Huai Zhang, Risheng Chu

Publication date: 27 April 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.011218.180719

zbMATH Keywords

SORlinear complementarity problemJordan algebrasecond-order cone

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (4)

Improved Inexact Alternating Direction Methods for a Class of Nonlinear Complementarity Problems ⋮ Two-Step Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems ⋮ Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones ⋮ The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems

Cites Work

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• A one-parametric class of merit functions for the second-order cone complementarity problem
• On implementing a primal-dual interior-point method for conic quadratic optimization
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A new one-step smoothing newton method for the second-order cone complementarity problem
• Modulus-based matrix splitting iteration methods for linear complementarity problems

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