Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem
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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.
KeywordsLinear complementarity problem Matrix splitting Iterative method Convergence
Mathematics Subject Classifications (2010)90C33 65F10 65F50 65G40
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