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

oleh: Peng Zhou, Teng Wang

Format: Article
Diterbitkan: AIMS Press 2022-03-01

Deskripsi

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.