Volume 10, Issue 2
SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems

East Asian J. Appl. Math., 10 (2020), pp. 295-315.

Published online: 2020-04

Preview Purchase PDF 13 882
Export citation

Cited by

• 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 methodsfor solving SOCLCP($A$,$\mathcal{K}$,$q$).

• Keywords

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

90C33, 65H10

hzhang@ucas.ac.cn (Huai Zhang)

• BibTex
• RIS
• TXT
@Article{EAJAM-10-295, author = {Li , Zhizhi and Ke , Yifen and Zhang , Huai and Chu , Risheng }, title = {SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems}, journal = {East Asian Journal on Applied Mathematics}, year = {2020}, volume = {10}, number = {2}, pages = {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 methodsfor solving SOCLCP($A$,$\mathcal{K}$,$q$).

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.011218.180719}, url = {http://global-sci.org/intro/article_detail/eajam/16139.html} }
TY - JOUR T1 - SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems AU - Li , Zhizhi AU - Ke , Yifen AU - Zhang , Huai AU - Chu , Risheng JO - East Asian Journal on Applied Mathematics VL - 2 SP - 295 EP - 315 PY - 2020 DA - 2020/04 SN - 10 DO - http://dor.org/10.4208/eajam.011218.180719 UR - https://global-sci.org/intro/article_detail/eajam/16139.html KW - Linear complementarity problem, second-order cone, Jordan algebra, SOR. AB -

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 methodsfor solving SOCLCP($A$,$\mathcal{K}$,$q$).

Zhizhi Li, Yifen Ke, Huai Zhang & Risheng Chu. (2020). SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems. East Asian Journal on Applied Mathematics. 10 (2). 295-315. doi:10.4208/eajam.011218.180719
Copy to clipboard
The citation has been copied to your clipboard