An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem

：汪祥教授
：2019-04-04 16:00
：实验楼108

       Speaker：Prof.Xiang Wang

                        Nanchang University

Title: An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem

Time：4 April 2019,16:00

Location：海韵实验楼108

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.

      Speaker Introduction：汪祥，男，南昌大学数学系教授、博士生导师，数学系主任。2006年博士毕业于厦门大学。江西省新世纪百千万人才工程人选者，江西省高等学校中青年骨干教师，南昌大学赣江特聘教授，宝钢全国优秀教师奖获得者，中国工业与应用数学学会理事。在大规模稀疏线性方程组、大规模稀疏特征值问题、线性和非线性矩阵方程的数值求解等方面取得了一系列研究成果。曾主持国家自然科学基金3项及省部级项目15项。近几年在“Journal of Computational Applied Mathematics”、“Computers & Mathematics with Applications”、“Japan Journal of Industrial Applied Mathematics”等国际国内权威刊物上发表论文50多篇，其中SCI收录30多篇。获江西省自然科学三等奖和江西省教学改革成果奖二等奖各1项。