A multisplitting method for symmetrical affine second-order cone complementarity problem

Abstract

The affine second-order cone complementarity problem (SOCCP) is a wide class of problems that contains the linear complementarity problem (LCP) as a special case. In this paper, a multisplitting method for the symmetrical affine SOCCP is developed and analysed. This method makes use of a set of different splittings of the coefficient matrix. Convergence is established for the proposed method. Moreover, an MAOR-like method is considered to solve the subproblems. We also report some simple numerical results for the proposed method.