Paper Info
Title
A modified SOR-like method for absolute value equations associated with second order cones
Abstract
In this paper, we propose a modified SOR-like method for solving absolute value equations associated with second order cones (SOCAVE in short), which is obtained by reformulating the SOCAVE as a two-by-two block nonlinear equation. The convergence analysis and error estimation of this method are established under mild assumptions on system matrix and iteration parameters. And, the optimal iteration parameters and the corresponding optimal convergence factor are studied. In particular, we present the approximate optimal iteration parameters which are independent of the number of iterations. Numerical results are given to show the efficiency of the proposed iteration method with suitable parameters.
Year
DOI
Venue
2022
10.1016/j.cam.2021.113745
Journal of Computational and Applied Mathematics
Keywords
DocType
Volume
Absolute value equations,Modified SOR-like method,Convergence,Optimal parameters,Second order cone
Journal
400
ISSN
Citations 
PageRank 
0377-0427
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Bao-Hua Huang1125.68
Wen Li2617.56