Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method

DOI10.1016/j.apnum.2022.02.013zbMath1484.65141arXiv2011.08592OpenAlexW3101748985MaRDI QIDQ2120802

Xiang Wang, Lei-Hong Zhang, Yiding Lin

Publication date: 1 April 2022

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.08592

zbMATH Keywords

transfer functionsecond-order coneglobally uniquely solvable propertyrational Krylov subspace methodSOCLCP

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative numerical methods for linear systems (65F10) Numerical methods for variational inequalities and related problems (65K15)

Uses Software

• SeDuMi
• SDPT3
• CVX

Cites Work

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