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2022, Volume 30, Issue 4: 1454-1462. doi: 10.3934/era.2022076
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The parameter-Newton iteration for the second-order cone linear complementarity problem

  • 1.
    School of Mathematics and Computer Sciences, Nanchang University, China
  • 2.
    Jiangxi Institute of Economic Administrators, China
  • Received: 08 December 2021 Revised: 27 February 2022 Accepted: 06 March 2022 Published: 21 March 2022

  • 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.

    Citation: Peng Zhou, Teng Wang. The parameter-Newton iteration for the second-order cone linear complementarity problem[J]. Electronic Research Archive, 2022, 30(4): 1454-1462. doi: 10.3934/era.2022076

    Related Papers:

  • 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.


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