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Research Article | Open Access

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

Peng Zhou1,2, Teng Wang1( )
School of Mathematics and Computer Sciences, Nanchang University, China
Jiangxi Institute of Economic Administrators, China
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Abstract

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.

Keywords

second-order cone linear complementarity problemNewton iterationparameterhigher accuracyquadratic convergence

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Electronic Research Archive
Volume 30 Issue 4,
April 2022
Pages 1454-1462
DOI: 10.3934/era.2022076

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Cite this article:
Zhou P, Wang T. The parameter-Newton iteration for the second-order cone linear complementarity problem. Electronic Research Archive, 2022, 30(4): 1454-1462. https://doi.org/10.3934/era.2022076

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Received: 08 December 2021
Revised: 27 February 2022
Accepted: 06 March 2022
Published: 15 April 2022
©2022 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)