An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem

doi:10.1007/s10915-019-00907-4

CORC > 上海财经大学 > 上海财经大学

	An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem
	Wang, Xiang 1; Li, Xing 2; Zhang, Lei-Hong 3; Li, Ren-Cang 4
刊名	JOURNAL OF SCIENTIFIC COMPUTING
	2019-06
卷号	79 期号:3 页码:1608-1629
关键词	Second-order cone Linear complementarity problem SOCLCP Globally uniquely solvable property GUS
ISSN号	0885-7474
DOI	10.1007/s10915-019-00907-4
英文摘要	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.
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER/PLENUM PUBLISHERS
WOS记录号	WOS:000466934400010
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/242]
专题	上海财经大学
通讯作者	Li, Ren-Cang
作者单位	1.Nanchang Univ, Dept Math, 999 Xuefu Rd, Nanchang 330031, Jiangxi, Peoples R China; 2.Shanghai Univ Finance & Econ, Sch Math, 777 Guoding Rd, Shanghai 200433, Peoples R China; 3.Soochow Univ, Sch Math Sci, Suzhou 215006, Jiangsu, Peoples R China; 4.Univ Texas Arlington, Dept Math, POB 19408, Arlington, TX 76019 USA
推荐引用方式 GB/T 7714	Wang, Xiang,Li, Xing,Zhang, Lei-Hong,et al. An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem[J]. JOURNAL OF SCIENTIFIC COMPUTING,2019,79(3):1608-1629.
APA	Wang, Xiang,Li, Xing,Zhang, Lei-Hong,&Li, Ren-Cang.(2019).An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem.JOURNAL OF SCIENTIFIC COMPUTING,79(3),1608-1629.
MLA	Wang, Xiang,et al."An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem".JOURNAL OF SCIENTIFIC COMPUTING 79.3(2019):1608-1629.