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

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

Year:    2020

Author:    Zhizhi Li, Yifen Ke, Huai Zhang, Risheng Chu

East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 2 : pp. 295–315

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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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

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

East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 2 : pp. 295–315

Published online:    2020-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    21

Keywords:    Linear complementarity problem second-order cone Jordan algebra SOR.

Author Details

Zhizhi Li

Yifen Ke

Huai Zhang

Risheng Chu