Two-sweep modulus-based matrix splitting iteration methods for linear complementarity problems

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摘要

In this paper, we will extend the two-sweep iteration methods to solve the linear complementarity problems and establish a class of two-sweep modulus-based matrix splitting iteration methods for the implicit fixed-point equation of the linear complementarity problems. Some convergence properties of two-sweep modulus-based matrix splitting iteration methods are discussed when the system matrices are positive-definite matrices and H+-matrices. Numerical experiments are presented to illustrate the efficiency of the proposed methods.

论文关键词:90C33,65F10,65F50,65G40,Linear complementarity problem,Matrix splitting,Iteration method,Convergence

论文评审过程:Received 12 February 2015, Revised 31 December 2015, Available online 24 February 2016, Version of Record 7 March 2016.

论文官网地址:https://doi.org/10.1016/j.cam.2016.02.011