SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems

Abstract

SOR-like modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems using Jordan algebras are developed. The convergence of the methods is established and a strategy for the choice of the method parameters is discussed. Numerical experiments show the efficiency and effectiveness of SOR-like modulus-based matrix splitting iteration methods for solving SOCLCP($A$,$\mathcal{K}$,$q$).