A multisplitting method for symmetrical affine second-order cone complementarity problem

Authors:
Hongru Xu;Jinping Zeng
Affiliations:
Institute of Applied Mathematics, Hunan University, Changsha, Hunan, 410082, PR China;Institute of Applied Mathematics, Hunan University, Changsha, Hunan, 410082, PR China and College of Software, Dongguan University of Technology, Dongguan, Guangdong, 523808, PR China
Venue:
Computers & Mathematics with Applications
Year:
2008

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Abstract

The affine second-order cone complementarity problem (SOCCP) is a wide class of problems that contains the linear complementarity problem (LCP) as a special case. In this paper, a multisplitting method for the symmetrical affine SOCCP is developed and analysed. This method makes use of a set of different splittings of the coefficient matrix. Convergence is established for the proposed method. Moreover, an MAOR-like method is considered to solve the subproblems. We also report some simple numerical results for the proposed method.