Abstract
In Part 1 of this study (Ref. 1), we have defined the implicit complementarity problem and investigated its existence and uniqueness of solution. In the present paper, we establish a convergence theory for a certain iterative algorithm to solve the implicit complementarity problem. We also demonstrate how the algorithm includes as special cases many existing iterative methods for solving a linear complementarity problem.
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Communicated by O. L. Mangasarian
This research was prepared as part of the activities of the Management Sciences Research Group, Carnegie-Mellon University, under Contract No. N00014-75-C-0621-NR-047-048 with the Office of Naval Research.
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Pang, J.S. On the convergence of a basic iterative method for the implicit complementarity problem. J Optim Theory Appl 37, 149–162 (1982). https://doi.org/10.1007/BF00934765
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DOI: https://doi.org/10.1007/BF00934765