An efficient algorithm for second-order cone linear complementarity problems

DOI10.1090/S0025-5718-2013-02795-0zbMath1291.90269OpenAlexW2051559334MaRDI QIDQ5418485

Wei Hong Yang, Lei-Hong Zhang

Publication date: 4 June 2014

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02795-0

zbMATH Keywords

linear complementarity problemNewton's iterationsecond-order coneglobally uniquely solvable propertybisection iteration

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical linear algebra (65F99)

Related Items

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method, On the range of the pseudomonotone second-order cone linear complementarity problem, The parameter-Newton iteration for the second-order cone linear complementarity problem, The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems, Solution analysis for the pseudomonotone second-order cone linear complementarity problem, An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem, A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem, A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of \(H_+\)-matrices, A generalized two-step modulus-based matrix splitting iteration method for implicit complementarity problems of H+-matrices

Uses Software

• SCCP
• SDPT3
• ARPACK

Cites Work

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