GENERALIZED MODULUS-BASED MATRIX SPLITTING ITERATION METHODS FOR SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEMS
Li Zhizhi1,2, Ke Yifen2, Chu Risheng1, Zhang Huai2,3
1. Institute of Geodesy and Geophysics, University of Chinese Academy of Sciences, Wuhan 430077, China;
2. Key Laboratory of Computational Geodynamics, University of Chinese Academy of Sciences, Beijing 100049, China;
3. Laboratory for Marine Mineral Resources, Qingdao National Laboratory for Marine Science and Technology, Qingdao 266237, China
Abstract：
For the second-order cone linear complementarity problem, we reformulate it as an implicit fixed-point equation and propose a generalized modulus-based matrix splitting iteration method to solve it. The convergence of the proposed method is studied. Moreover, numerical results have shown its effectiveness.
. GENERALIZED MODULUS-BASED MATRIX SPLITTING ITERATION METHODS FOR SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEMS[J]. Mathematica Numerica Sinica, 2019, 41(4): 395-405.
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