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

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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)

Cites Work

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• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
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• Analysis of nonsmooth vector-valued functions associated with second-order cones.
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• Asynchronous parallel successive overrelaxation for the symmetric linear complementarity problem

Cited In (31)

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

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