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.