Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method
From MaRDI portal
Publication:2120802
DOI10.1016/J.APNUM.2022.02.013zbMATH Open1484.65141arXiv2011.08592OpenAlexW3101748985MaRDI QIDQ2120802FDOQ2120802
Authors: Yiding Lin, Xiang Wang, Lei-Hong Zhang 
Publication date: 1 April 2022
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Abstract: The second-order cone linear complementarity problem (SOCLCP) is a generalization of the classical linear complementarity problem. It has been known that SOCLCP, with the globally uniquely solvable property, is essentially equivalent to a zero-finding problem in which the associated function bears much similarity to the transfer function in model reduction [{em SIAM J. Sci. Comput.}, 37 (2015), pp.~A2046--A2075]. In this paper, we propose a new rational Krylov subspace method to solve the zero-finding problem for the symmetric and positive definite SOCLCP. The algorithm consists of two stages: first, it relies on an extended Krylov subspace to obtain rough approximations of the zero root, and then applies multiple-pole rational Krylov subspace projections iteratively to acquire an accurate solution. Numerical evaluations on various types of SOCLCP examples demonstrate its efficiency and robustness.
Full work available at URL: https://arxiv.org/abs/2011.08592
Recommendations
- A Krylov subspace method for large-scale second-order cone linear complementarity problem
- An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem
- A new method for solving second-order cone eigenvalue complementarity problems
- An efficient algorithm for second-order cone linear complementarity problems
- The second-order cone eigenvalue complementarity problem
second-order conetransfer functionglobally uniquely solvable propertyrational Krylov subspace methodSOCLCP
Iterative numerical methods for linear systems (65F10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
Cites Work
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Solving semidefinite-quadratic-linear programs using SDPT3
- Title not available (Why is that?)
- Title not available (Why is that?)
- Graph implementations for nonsmooth convex programs
- Title not available (Why is that?)
- Approximation of Large-Scale Dynamical Systems
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
- Smoothing functions for second-order-cone complementarity problems
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- Title not available (Why is that?)
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
- Title not available (Why is that?)
- Dimension Reduction of Large-Scale Second-Order Dynamical Systems via a Second-Order Arnoldi Method
- Convergence analysis of the extended Krylov subspace method for the Lyapunov equation
- Asymptotic waveform evaluation via a Lanczos method
- Structure-preserving model reduction using a Krylov subspace projection formulation
- Bounding the spectrum of large Hermitian matrices
- 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.
- The GUS-property of second-order cone linear complementarity problems
- Subspace methods for computing the pseudospectral abscissa and the stability radius
- An efficient algorithm for second-order cone linear complementarity problems
- A descent method for a reformulation of the second-order cone complementarity problem
- An efficient matrix splitting method for the second-order cone complementarity problem
- On two numerical methods for the solution of large-scale algebraic Riccati equations
- Modified modulus-based matrix splitting algorithms for a class of weakly nondifferentiable nonlinear complementarity problems
- The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
- Large-scale computation of \(\mathcal{L}_\infty\)-norms by a greedy subspace method
- An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem
- On the range of the pseudomonotone second-order cone linear complementarity problem
- Simultaneous similarity reductions for a pair of matrices to condensed forms
- A Krylov subspace method for large-scale second-order cone linear complementarity problem
Cited In (4)
- A Krylov subspace method for large-scale second-order cone linear complementarity problem
- A matrix-splitting method for symmetric affine second-order cone complementarity problems
- An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem
- Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones
Uses Software
This page was built for publication: Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2120802)
