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

Zhizhi Li, Yifen Ke, Huai Zhang & Risheng Chu

DOI: 10.4208/eajam.011218.180719

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

Published online: 2020-04

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  • 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($A$,$\mathcal{K}$,$q$).

  • Keywords

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

  • AMS Subject Headings

90C33, 65H10

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address

hzhang@ucas.ac.cn (Huai Zhang)

  • BibTex
  • RIS
  • TXT
@Article{EAJAM-10-295, author = {Li , ZhizhiKe , YifenZhang , 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 methods for 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://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 -

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

Li , ZhizhiKe , YifenZhang , Huai and Chu , Risheng. (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
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