Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem

被引:0
|
作者
Ning Zheng
Jun-Feng Yin
机构
[1] Tongji University,Department of Mathematics
来源
Numerical Algorithms | 2013年 / 64卷
关键词
Linear complementarity problem; Matrix splitting; Iterative method; Convergence; 90C33; 65F10; 65F50; 65G40;
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学科分类号
摘要
For the large sparse linear complementarity problem, a class of accelerated modulus-based matrix splitting iteration methods is established by reformulating it as a general implicit fixed-point equation, which covers the known modulus-based matrix splitting iteration methods. The convergence conditions are presented when the system matrix is either a positive definite matrix or an H+-matrix. Numerical experiments further show that the proposed methods are efficient and accelerate the convergence performance of the modulus-based matrix splitting iteration methods with less iteration steps and CPU time.
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页码:245 / 262
页数:17
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