Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method (Q2120802): Difference between revisions

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English	Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method	scientific article

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scholarly article

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title

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method (English)

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Applied Numerical Mathematics

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publication date

1 April 2022

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full work available at URL

https://arxiv.org/abs/2011.08592

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zbMATH Keywords

SOCLCP

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second-order cone

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globally uniquely solvable property

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transfer function

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rational Krylov subspace method

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describes a project that uses

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Large-Scale Computation of $\mathcal{L}_\infty$-Norms by a Greedy Subspace Method

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Approximation of Large-Scale Dynamical Systems

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Dimension Reduction of Large-Scale Second-Order Dynamical Systems via a Second-Order Arnoldi Method

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A descent method for a reformulation of the second-order cone complementarity problem

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An unconstrained smooth minimization reformulation of the second-order cone complementarity problem

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A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems

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Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

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Q4003375

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Q4348513

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Smoothing Functions for Second-Order-Cone Complementarity Problems

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Asymptotic waveform evaluation via a Lanczos method

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Q4917542

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Graph Implementations for Nonsmooth Convex Programs

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A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems

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Q5694955

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Q4902474

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The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems

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Convergence analysis of the extended Krylov subspace method for the Lyapunov equation

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Subspace Methods for Computing the Pseudospectral Abscissa and the Stability Radius

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Structure-preserving model reduction using a Krylov subspace projection formulation

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Modified modulus-based matrix splitting algorithms for a class of weakly nondifferentiable nonlinear complementarity problems

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Model order reduction: Theory, research aspects and applications. Selected papers based on the presentations at the workshop `Model order reduction, coupled problems and optimization', Leiden, The Netherlands, September 19--23, 2005.

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A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations

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On two numerical methods for the solution of large-scale algebraic Riccati equations

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Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

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On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0

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Solving semidefinite-quadratic-linear programs using SDPT3

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An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem

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The GUS-property of second-order cone linear complementarity problems

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On the range of the pseudomonotone second-order cone linear complementarity problem

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An efficient algorithm for second-order cone linear complementarity problems

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An Efficient Matrix Splitting Method for the Second-Order Cone Complementarity Problem

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A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem

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Bounding the spectrum of large Hermitian matrices

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Identifiers

zbMATH Open document ID

1484.65141

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Mathematics Subject Classification ID

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10.1016/J.APNUM.2022.02.013

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Sitelinks

Mathematics(1 entry)

mardi Publication:2120802

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