REGULARIZED PARALLEL MATRIX-SPLITTING METHOD FOR SYMMETRIC LINEAR SECOND-ORDER CONE COMPLEMENTARITY PROBLEMS

摘要

In this paper, we present a regularized parallel matrix-splitting method for solving the linear second-order cone complementarity problems. The proposed method has several advantages over some previous works: (i) The method can be implemented in parallel. (ii) The method is convergent under suitable conditions for the symmetric and positive semidefinite problems. (iii) The subproblems can be solved explicitly. Preliminary numerical experience indicates that the proposed method may be effective for large scale problems.