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Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem

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Abstract

For the large sparse linear complementarity problem, a class of accelerated modulus-based matrix splitting iteration methods is established by reformulating it as a general implicit fixed-point equation, which covers the known modulus-based matrix splitting iteration methods. The convergence conditions are presented when the system matrix is either a positive definite matrix or an H +-matrix. Numerical experiments further show that the proposed methods are efficient and accelerate the convergence performance of the modulus-based matrix splitting iteration methods with less iteration steps and CPU time.

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Authors and Affiliations

  1. Department of Mathematics, Tongji University, 1239 Siping Road, Shanghai, 200092, People’s Republic of China

    Ning Zheng & Jun-Feng Yin

Authors
  1. Ning Zheng
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  2. Jun-Feng Yin
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Correspondence to Jun-Feng Yin.

Additional information

This work was supported by the National Natural Science Foundation of China (No. 11271289 and No. U1135003).

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Zheng, N., Yin, JF. Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem. Numer Algor 64, 245–262 (2013). https://doi.org/10.1007/s11075-012-9664-9

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  • DOI: https://doi.org/10.1007/s11075-012-9664-9

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