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A general accelerated modulus-based matrix splitting iteration method for solving linear complementarity problems

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Abstract

In this paper, a general accelerated modulus-based matrix splitting iteration method is established, which covers the known general modulus-based matrix splitting iteration methods and the accelerated modulus-based matrix splitting iteration methods. The convergence analysis is given when the system matrix is an \(H_+\)-matrix. Numerical examples show that the proposed methods are efficient and accelerate the convergence performance with less iteration steps and CPU times.

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Acknowledgments

The authors would like to thank the referees for their helpful comments. This work is supported in part by National Natural Science Foundations of China (No. 11271144), Guangdong Provincial Natural Science Foundations (No. s2012010009985) and Project of Department of Education of Guangdong Province (No. 2013KJCX0053).

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Correspondence to Hua Zheng.

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Liu, S., Zheng, H. & Li, W. A general accelerated modulus-based matrix splitting iteration method for solving linear complementarity problems. Calcolo 53, 189–199 (2016). https://doi.org/10.1007/s10092-015-0143-2

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