Abstract
In this work, for solving large sparse vertical linear complementarity problems, a relaxation two-step modulus-based synchronous multisplitting method without auxiliary variable is constructed. The convergence conditions are presented for the proposed method, where the range of the relaxation parameters is obtained. By OpenACC framework, the proposed method is shown to be more efficient than the existing method with high speedups with numerical tests.
Similar content being viewed by others
Data Availability
There is no availability of supporting data. All numerical test data are stated in Section 4.
References
Bai, Z.-Z.: On the convergence of the multisplitting methods for the linear complementarity problem. SIAM J. Matrix Anal. Appl. 21, 67–78 (1999)
Bai, Z.-Z.: Modulus-based matrix splitting iteration methods for linear complementarity problems. Numer. Linear Algebra Appl. 17, 917–933 (2010)
Bai, Z.-Z.: A two-step matrix splitting iteration paradigm based on one single splitting for solving systems of linear equations. Numer. Linear Algebra Appl., e2510:1–e2510:27 (2023). https://doi.org/10.1002/nla.2510
Berman, A., Plemmons, R.J.: Nonnegative matrix in the mathematical sciences. SIAM Publisher, Philadelphia (1994)
Cottle, R.W., Dantzig, G.B.: A generalization of the linear complementarity problem. J. Comb. Theory 8, 79–90 (1970)
Cottle, R.W., Pang, J.-S., Stone, R.E.: The linear complementarity problem. Academic, SanDiego (1992)
Frommer, A., Mayer, G.: Convergence of relaxed parallel multisplitting methods. Linear Algebra Appl. 119, 141–152 (1989)
Frommer, A., Szyld, D.B.: \(H\)-splittings and two-stage iterative methods. Numer. Math. 63, 345–356 (1992)
Fang, X.-M., Gu, Z., Qiao, Z.-J.: Convergence of the two-point modulus-based matrix splitting iteration method. J. Appl. Anal. Comput. (In press). https://doi.org/10.11948/20220400
Fang, X.-M., Zhu, Z.-W.: The modulus-based matrix double splitting iteration method for linear complementarity problems. Comput. Math. Appl. 78, 3633–3643 (2019)
Fujisawa, T., Kuh, E.S.: Piecewise-linear theory of nonlinear networks. SIAM J. Appl. Math. 22, 307–328 (1972)
Fujisawa, T., Kuh, E.S., Ohtsuki, T.: A sparse matrix method for analysis of piecewise-linear resistive networks. IEEE Trans. Circuit Theory 19, 571–584 (1972)
Gowda, M.S., Sznajder, R.: The generalized order linear complementarity problem. SIAM J. Matrix Anal. Appl. 15, 779–795 (1994)
Guo, W.-X., Zheng, H., Peng, X.-F.: New convergence results of the modulus-based methods for vertical linear complementarity problems. Appl. Math. Lett. 135, 108444 (2023)
Huang, B.-H., Li, W.: A smoothing Newton method based on the modulus equation for a class of weakly nonlinear complementarity problems. Comput. Optim. Appl. 86, 345-C381 (2023)
He, J.-W., Vong, S.: A new kind of modulus-based matrix splitting methods for vertical linear complementarity problems. Appl. Math. Lett. 134, 108344 (2022)
Hu, J.-G.: Estimates of \(\Vert {B^{-1}C}\Vert _\infty \) and their applications. Math. Numer. Sin. 3, 272–282 (1982)
Ke, Y.-F., Ma, C.-F.: On the convergence analysis of two-step modulus-based matrix splitting iteration method for linear complementarity problems. Appl. Math. Comput. 243, 413–418 (2014)
Ke, Y.-F., Ma, C.-F., Zhang, H.: The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems. Comput. Appl. Math. 37, 6795–6820 (2018)
Li, C.-X., Wu, S.-L.: A class of modulus-based matrix splitting methods for vertical linear complementarity problem. Optim. 72, 2499–2516 (2023)
Mezzadri, F.: A modulus-based formulation for the vertical linear complementarity problems. Numer. Algorithms 90, 1547–1568 (2022)
Mezzadri, F., Galligani, E.: A generalization of irreducibility and diagonal dominance with applications to horizontal and vertical linear complementarity problems. Linear Algebra Appl. 621, 214–234 (2021)
NVIDIA HPC SDK Version 23.5 Documentation (2023). https://docs.nvidia.com/hpc-sdk/index.html
Oh, K.P.: The formulation of the mixed lubrication problem as a generalized nonlinear complementarity problem. J. Tribol. 108, 598–604 (1986)
Qi, H.-D., Liao, L.-Z.: A smoothing Newton method for extended vertical linear complementarity problems. SIAM J. Matrix Anal. Appl. 21(1), 45–66 (1999)
Ren, H., Wang, X., Tang, X.-B., Wang, T.: The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems. Comput. Math. Appl. 77, 1071–1081 (2019)
Song, Y.-L., Zheng, H., Lu, X.-P., Vong, S.: A two-step iteration method for vertical linear complementarity problems. Symmetry 14(9), 1882 (2022)
Sznajder, R., Gowda, M.S.: Generalizations of \(P_0\)- and \(P\)-properties; extended vertical and horizontal linear complementarity problems. Linear Algebra Appl. 223/224, 695–715 (1995)
Wang, D., Li, J.-C.: Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem. J. Comput. Appl. Math., 115430 (2023)
Wu, S.-L., Li, C.-X.: A class of new modulus-based matrix splitting methods for linear complementarity problem. Optim. Lett. 16, 1427–1443 (2022)
Xie, S.-L., Yang, Z.-P., Xu, H.-R.: A modulus-based matrix splitting method for the vertical nonlinear complementarity problem. J. Appl. Math. Comput. 69, 2987–3003 (2023)
Xu, W.-W., Zhu, L., Peng, X.-F., Liu, H., Yin, J.-F.: A class of modified modulus-based synchronous multisplitting iteration methods for linear complementarity problems. Numer. Algorithms 85, 1–21 (2020)
Zhang, L.-L.: Two-step modulus-based matrix splitting iteration for linear complementarity problems. Numer. Algorithms 57, 83–99 (2011)
Zhang, L.-L.: Two-step modulus-based synchronous multisplitting iteration methods for linear complementarity problems. J. Comput. Math. 33, 100–112 (2015)
Zhang, Y.-X., Zheng, H., Lu, X.-P., Vong, S.: A two-step parallel iteration method for large sparse horizontal linear complementarity problems. Appl. Math. Comput. 438, 127609 (2023)
Zhang, Y.-X., Zheng, H., Lu, X.-P., Vong, S.: Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems. Appl. Math. Comput. 458, 128248 (2023)
Zheng, H., Li, W., Vong, S.: A relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems. Numer. Algorithms 74, 137–152 (2017)
Zheng, H., Zhang, Y.-X., Lu, X.-P., Vong, S.: Modulus-based synchronous multisplitting iteration methods for large sparse vertical linear complementarity problems. Numer. Algorithms 93, 711–729 (2023)
Acknowledgements
The authors would like to thank the anonymous reviewers for their helpful comments.
Funding
This work was supported by Scientific Computing Research Innovation Team of Guangdong Province (No. 2021KCXTD052), Science and Technology Development Fund, Macau SAR (No. 0096/2022/A, 0151/2022/A), University of Macau (No. MYRG2022-00076-FST, MYRG-GRG2023-00037-FST-UMDF), Guangdong Key Construction Discipline Research Capacity Enhancement Project (No. 2022ZDJS049), Characteristic innovation project of Guangdong Provincial Department of Education (No. 2023KTSCX195), Technology Planning Project of Shaoguan (No. 230330108034184), and Guangdong Basic and Applied Basic Research Foundation (No. 2024A1515011822).
Author information
Authors and Affiliations
Contributions
Guo W. designed the new method and completed the convergence analysis. Zheng H. provided the main idea of the proof in convergence analysis. Lu X. constructed the OpenACC framework for all numerical examples and designed the original C codes. Zhang Y. completed the numerical tests and wrote the section of numerical examples. Vong S. checked the mathematics and English writing throughout the manuscript.
Corresponding author
Ethics declarations
Ethical approval
It is not applicable.
Conflict of interest
The authors declare no competing interests.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Guo, W., Zheng, H., Lu, X. et al. A relaxation two-step parallel modulus method without auxiliary variable for solving large sparse vertical linear complementarity problems. Numer Algor (2024). https://doi.org/10.1007/s11075-024-01800-4
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s11075-024-01800-4