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

DOI10.1016/J.CAM.2004.05.018zbMATH Open1107.90036OpenAlexW2074085139MaRDI QIDQ1765477FDOQ1765477

Authors Shunsuke Hayashi, Takahiro Yamaguchi, Nobuo Yamashita, Masao Fukushima

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

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Cites work

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• Matrix Analysis
• On the convergence of iterative methods for symmetric linear complementarity problems
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• Smoothing methods for convex inequalities and linear complementarity problems
• Trust Region Methods
• Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems

Cited in

(31)

• Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem
• Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems
• A multisplitting method for symmetrical affine second-order cone complementarity problem
• A proximal gradient descent method for the extended second-order cone linear complementarity problem
• A power penalty method for second-order cone nonlinear complementarity problems
• A modified LM algorithm for tensor complementarity problems over the circular cone
• Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization
• SOR-like iteration methods for second-order cone linear complementarity problems
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• The solution set structure of monotone linear complementarity problems over second-order cone
• An efficient algorithm for second-order cone linear complementarity problems
• Error bounds for affine variational inequalities with second-order cone constraints
• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• The GUS-property of second-order cone linear complementarity problems
• A power penalty method for second-order cone linear complementarity problems
• A class of path-following interior-point methods for \(P_*(\kappa)\)-horizontal linear complementarity problems
• A class of polynomial interior-point algorithms for the Cartesian \(P_{*}(\kappa )\) second-order cone linear complementarity problem
• Robust multiple objective game theory
• Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
• Regularized parallel matrix-splitting method for symmetric linear second-order cone complementarity problems
• An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones
• An efficient matrix splitting method for the second-order cone complementarity problem
• A new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methods
• Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
• Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets
• Smoothing penalty approach for solving second-order cone complementarity problems

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