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A preconditioned general two-step modulus-based accelerated overrelaxation iteration method for nonlinear complementarity problems

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Abstract

In this paper, we propose a preconditioned general two-step modulus-based accelerated overrelaxation (MAOR) iteration method for solving a class of nonlinear complementarity problems. The convergence analysis and the condition of the iterative parameters are given when the system matrix is either positive definite or an \(H_{+}\)-matrix. Numerical examples further illustrate that the proposed method is efficient and has better performance than some existing modulus-based iteration methods in aspects of the number of iteration steps and CPU time.

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Funding

This work was supported by the National Natural Science Foundation of China (Nos. 11771193 and 11801242).

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Authors and Affiliations

  1. School of Mathematics and Statistics, Lanzhou University of China, Lanzhou, 730000, People’s Republic of China

    Jia-Lin Zhang, Guo-Feng Zhang & Zhao-Zheng Liang

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  1. Jia-Lin Zhang
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  2. Guo-Feng Zhang
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  3. Zhao-Zheng Liang
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Correspondence to Guo-Feng Zhang.

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Zhang, JL., Zhang, GF. & Liang, ZZ. A preconditioned general two-step modulus-based accelerated overrelaxation iteration method for nonlinear complementarity problems. Japan J. Indust. Appl. Math. 39, 227–255 (2022). https://doi.org/10.1007/s13160-021-00486-8

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  • DOI: https://doi.org/10.1007/s13160-021-00486-8

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