newton’s iteration

AN EFFICIENT ALGORITHM FOR SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEMS

  • Weihong Yang
  • Lei-Hong Zhang
    • Categories Complementarity and Variational Inequalities, Second-Order Cone Programming Tags , , , ,

    Recently, the globally uniquely solvable (GUS) property of the linear transformation $M\in R^{n\times n}$ in the second-order cone linear complementarity problem (SOCLCP) receives much attention and has been studied substantially. Yang and Yuan [30] contributed a new characterization of the GUS property of the linear transformation, which is formulated by basic linear-algebra-related properties. In this … Read more

    An efficient matrix splitting method for the second-order cone complementarity problem

  • Zhang Lei-Hong
  • Weihong Yang
    • Categories Complementarity and Variational Inequalities, Optimization Software and Modeling Systems, Second-Order Cone Programming Tags , , , , , , ,

    Given a symmetric and positive (semi)definite $n$-by-$n$ matrix $M$ and a vector, in this paper, we consider the matrix splitting method for solving the second-order cone linear complementarity problem (SOCLCP). The matrix splitting method is among the most widely used approaches for large scale and sparse classical linear complementarity problems (LCP), and its linear convergence … Read more