TY - JOUR
T1 - An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem
AU - Wang, Xiang
AU - Li, Xing
AU - Zhang, Lei-Hong
AU - Li, Ren-Cang
PY - 2019/6
Y1 - 2019/6
N2 - An efficient numerical method for solving a symmetric positive definite second-order cone linear complementarity problem (SOCLCP) is proposed. The method is shown to be more efficient than recently developed iterative methods for small-to-medium sized and dense SOCLCP. Therefore it can serve as an excellent core computational engine in solutions of large scale symmetric positive definite SOCLCP solved by subspace projection methods, solutions of general SOCLCP and the quadratic programming over a Cartesian product of multiple second-order cones, in which small-to-medium sized SOCLCPs have to be solved repeatedly, efficiently, and robustly.
AB - An efficient numerical method for solving a symmetric positive definite second-order cone linear complementarity problem (SOCLCP) is proposed. The method is shown to be more efficient than recently developed iterative methods for small-to-medium sized and dense SOCLCP. Therefore it can serve as an excellent core computational engine in solutions of large scale symmetric positive definite SOCLCP solved by subspace projection methods, solutions of general SOCLCP and the quadratic programming over a Cartesian product of multiple second-order cones, in which small-to-medium sized SOCLCPs have to be solved repeatedly, efficiently, and robustly.
UR - https://doi.org/10.1007/s10915-019-00907-4
U2 - 10.1007/s10915-019-00907-4
DO - 10.1007/s10915-019-00907-4
M3 - Journal article
SN - 0885-7474
VL - 79
SP - 1608
EP - 1629
JO - Journal of Scientific Computing
JF - Journal of Scientific Computing
ER -