A matrix-splitting method for symmetric affine second-order cone complementarity problems

DOI10.1016/j.cam.2004.05.018zbMath1107.90036OpenAlexW2074085139MaRDI QIDQ1765477

Nobuo Yamashita, Masao Fukushima, Takahiro Yamaguchi, Shunsuke Hayashi

Publication date: 23 February 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.05.018

zbMATH Keywords

Complementarity problemSecond-order coneMatrix-splitting methodSuccessive overrelaxation method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative numerical methods for linear systems (65F10)

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