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://doi.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 - <p style="text-align: justify;">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($A$,$\mathcal{K}$,$q$).</p>