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

Authors

  • Zhizhi Li Key Laboratory of Computational Geodynamics, University of Chinese Academy of Sciences, Beijing 100049, China.
  • Yifen Ke Key Laboratory of Computational Geodynamics, University of Chinese Academy of Sciences, Beijing 100049, China.
  • Huai Zhang Key Laboratory of Computational Geodynamics, University of Chinese Academy of Sciences, Beijing 100049, China.
  • Risheng Chu Institute of Geodesy and Geophysics, Chinese Academy of Sciences, Wuhan 430077, China.

DOI:

https://doi.org/10.4208/eajam.011218.180719

Keywords:

Linear complementarity problem, second-order cone, Jordan algebra, SOR.

Abstract

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 iteration methods for solving SOCLCP($A$,$\mathcal{K}$,$q$).

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Published

2020-04-01

Issue

Vol. 10 No. 2 (2020)

Section

Articles