The parameter-Newton iteration for the second-order cone linear complementarity problem-Reference-Cited by-同舟云学术

The parameter-Newton iteration for the second-order cone linear complementarity problem

Published:2022 Issue:4 Volume:30 Page:1454-1462
ISSN:2688-1594
Container-title:Electronic Research Archive
language:
Short-container-title:era

Author:

Zhou Peng¹²,Wang Teng¹

Affiliation:

1. School of Mathematics and Computer Sciences, Nanchang University, China

2. Jiangxi Institute of Economic Administrators, China

Abstract

<abstract><p>In this paper, we propose the parameter-Newton (PN) method to solve the second-order linear complementarity problem (SOCLCP). The key idea of PN method is that we transfer the SOCLCP into a system of nonlinear equations by bringing in a parameter. Then we solve the system of nonlinear equations by Newton method. At last, we prove that the PN method has quadratic convergence. Compared with the bisection-Newton (BN) method, the PN method has less CPU time and higher accuracy in numerical tests.</p></abstract>

Publisher

American Institute of Mathematical Sciences (AIMS)

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