A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem

DOI10.1137/140995064zbMath1326.90090OpenAlexW837276259MaRDI QIDQ5502096

Wei Hong Yang, Chungen Shen, Lei-Hong Zhang, Ren-Cang Li

Publication date: 17 August 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/01f9eb6fdd83957d73a6b32b5d1fc4033b031a01

zbMATH Keywords

linear complementarity problemmodel reductionKrylov subspacesecond-order coneglobally uniquely solvable propertyGUSLCPvAlinear complementarity problem via Arnoldi processsoclcp

Mathematics Subject Classification ID

Related Items (10)

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method ⋮ On the range of the pseudomonotone second-order cone linear complementarity problem ⋮ Two-Step Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems ⋮ On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems ⋮ Solution analysis for the pseudomonotone second-order cone linear complementarity problem ⋮ \(H_2\) optimal model order reduction of the discrete system on the product manifold ⋮ An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem ⋮ A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of \(H_+\)-matrices

Uses Software

• SCCP
• SeDuMi
• SDPT3
• LSTRS

Cites Work

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