Lectures
Location Home > Research > Lectures > Content
An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem
编辑:林煜发布时间:2019年04月04日

Speaker:Xiang Wang(Nanchang University

Time:2019-04-04,16:00

Location:Conference Room 108 at Experiment Building at Haiyun Campus

Abstract: An efficient numerical method for solving a symmetric positive definite second-order cone linear complementarity problem (SOCLCP) is proposed. The method is shown to be more efficient than recently developed iterative methods for small-to-medium sized dense SOCLCP. Therefore it can serve as an excellent core computational engine in solutions of large scale symmetric positive definite SOCLCP solved by subspace projection methods, solutions of general SOCLCP the quadratic programming over a Cartesian product of multiple second-order cones, in which small-to-medium sized SOCLCPs have to be solved repeatedly, efficiently, robustly.


Baidu
sogou