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On the Solution of the Linear Complementarity Problem by the Generalized Accelerated Overrelaxation Iterative Method

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Abstract

In the present work, we determine intervals of convergence for the various parameters involved for what is known as the generalized accelerated overrelaxation iterative method for the solution of the linear complementarity problem. The convergence intervals found constitute sufficient conditions for the generalized accelerated overrelaxation method to converge and are better than what have been known so far.

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Notes

  1. A lower case Latin numeral in a pair of parentheses over a relational operator, as, e.g., “\(\mathop {\le }\limits ^{(ii)}\),” refers to the application and/or implication of the corresponding property of (2).

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Acknowledgments

The authors are most grateful to the anonymous referees for their very detailed and constructive criticism on a previous version of this work which greatly improved the quality of the present paper.

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Authors and Affiliations

  1. Department of Electrical & Computer Engineering, University of Thessaly, 382 21 , Volos, Greece

    Apostolos Hadjidimos

  2. c/o Department of Mathematics, University of Ioannina, 451 10 , Ioannina, Greece

    Michael Tzoumas

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  1. Apostolos Hadjidimos
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  2. Michael Tzoumas
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Correspondence to Apostolos Hadjidimos.

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Hadjidimos, A., Tzoumas, M. On the Solution of the Linear Complementarity Problem by the Generalized Accelerated Overrelaxation Iterative Method. J Optim Theory Appl 165, 545–562 (2015). https://doi.org/10.1007/s10957-014-0589-4

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  • DOI: https://doi.org/10.1007/s10957-014-0589-4

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