A Parallel Relaxed Multisplitting Method for Affine Second-Order Cone Complementarity Problem

Author

Duan, Ban-xiang ; Fan, Lu-qiao ; Wu, Jiao-yu

Author_Institution

GuangDong Provincial Inst. for Tech. Personnel, Comput. Eng. Tech. Coll., Zhuhai

Volume

2

fYear

2009

fDate

7-8 March 2009

Firstpage

318

Lastpage

324

Abstract

The affine second-order cone complementarity problem (SOCCP) is a wide class of equilibrium optimization problems that contains the linear complementarity problem (LCP) as a special case. In this paper, a parallel relaxed multisplitting method for the affine SOCCP is developed and analysed. This method makes use of a set of different splittings of the coefficient matrix. The global convergence theories and the convergence rate are established for the proposed method.

Keywords

convergence; linear programming; matrix algebra; affine second-order cone complementarity problem; coefficient matrix; convergence; equilibrium optimization problem; linear complementarity problem; parallel relaxed multisplitting method; Computer science; Computer science education; Concurrent computing; Convergence; Educational institutions; Educational technology; Iterative methods; Personnel; Robustness; Smoothing methods; Complementarity problem; Relaxed Multisplitting Method; Second-order cone;

fLanguage

English

Publisher

ieee

Conference_Titel

Education Technology and Computer Science, 2009. ETCS '09. First International Workshop on

Conference_Location

Wuhan, Hubei

Print_ISBN

978-1-4244-3581-4

Type

conf

DOI

10.1109/ETCS.2009.332

Filename

4959046