A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem
From MaRDI portal
Publication:5502096
DOI10.1137/140995064zbMath1326.90090OpenAlexW837276259MaRDI QIDQ5502096
Wei Hong Yang, Chungen Shen, Lei-Hong Zhang, Ren-Cang Li
Publication date: 17 August 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/01f9eb6fdd83957d73a6b32b5d1fc4033b031a01
linear complementarity problemmodel reductionKrylov subspacesecond-order coneglobally uniquely solvable propertyGUSLCPvAlinear complementarity problem via Arnoldi processsoclcp
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical linear algebra (65F99) Numerical problems in dynamical systems (65P99)
Related Items (10)
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 ⋮ Two-Step Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems ⋮ On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems ⋮ Solution analysis for the pseudomonotone second-order cone linear complementarity problem ⋮ \(H_2\) optimal model order reduction of the discrete system on the product manifold ⋮ An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem ⋮ A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of \(H_+\)-matrices
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving semidefinite-quadratic-linear programs using SDPT3
- The GUS-property of second-order cone linear complementarity problems
- Quadratic optimization over a second-order cone with linear equality constraints
- Handbook on semidefinite, conic and polynomial optimization
- Some P-properties for linear transformations on Euclidean Jordan algebras
- A damped Gauss-Newton method for the second-order cone complementarity problem
- 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.
- Smoothing algorithms for complementarity problems over symmetric cones
- An algorithm for the fast solution of symmetric linear complementarity problems
- Applications of second-order cone programming
- Positive operators on the \(n\)-dimensional ice cream cone
- Error estimation on the Padé approximation of transfer functions via the Lanczos process
- Asymptotic waveform evaluation via a Lanczos method
- On eigenvalues induced by a cone constraint.
- Second-order cone programming
- Product-form Cholesky factorization in interior point methods for second-order cone programming
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Solving inverse cone-constrained eigenvalue problems
- Trace minimization principles for positive semi-definite pencils
- Simultaneous similarity reductions for a pair of matrices to condensed forms
- A new method for solving second-order cone eigenvalue complementarity problems
- A descent method for a reformulation of the second-order cone complementarity problem
- Structure-preserving model reduction using a Krylov subspace projection formulation
- Multiplier and gradient methods
- An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
- A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
- The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
- An Efficient Matrix Splitting Method for the Second-Order Cone Complementarity Problem
- Using Krylov subspace and spectral methods for solving complementarity problems in many-body contact dynamics simulation
- A Variational Approach to Copositive Matrices
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
- Algorithm 873
- A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
- Dimension Reduction of Large-Scale Second-Order Dynamical Systems via a Second-Order Arnoldi Method
- Automorphism Invariance of P- and GUS-Properties of Linear Transformations on Euclidean Jordan Algebras
- An efficient algorithm for second-order cone linear complementarity problems
- An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming
- Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
- Numerical Methods for Quasi‐Linear Elliptic Equations with Nonlinear Boundary Conditions
This page was built for publication: A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem
