Publications
Sort:
Open Access Research Article Issue
The parameter-Newton iteration for the second-order cone linear complementarity problem
Electronic Research Archive 2022, 30(4): 1454-1462
Published: 15 April 2022
Abstract PDF (489.7 KB) Collect
Downloads:0

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.

Total 1