A new modulus-based approach for solving implicit complementarity problem over second-order cone
摘要
With the definition of modulus on the second-order cone, we present a new equivalent formulation for the implicit complementarity problem over second-order cone (abbreviated as ICP-SOC). Crucially departing from existing literature, our formulation eliminates auxiliary variable requirements. Building upon this foundation, we develop a class of modulus-based matrix splitting methods specifically designed for ICP-SOC. Sufficient convergence conditions for the proposed methods are rigorously derived. Numerical experiments demonstrate significant computational efficiency improvements over established benchmark techniques.