English

A relaxation accelerated two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems

Optimization and Control 2020-12-02 v1 Numerical Analysis Numerical Analysis

Abstract

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear complementarity problem when the system matrix is an H+H_+-matrix and the convergence conditions are given. Numerical experiments show that the proposed method is more efficient than the existing ones.

Keywords

Cite

@article{arxiv.2012.00214,
  title  = {A relaxation accelerated two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems},
  author = {Dongkai Li and Li Wang and Yuying Liu},
  journal= {arXiv preprint arXiv:2012.00214},
  year   = {2020}
}