The relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems of positive definite matrices

Baolian Wen, Hua Zheng, Wen Li and Xiaofei Peng

Applied Mathematics and Computation, 2018, vol. 321, issue C, 349-357

Abstract: In this paper, the relaxation modulus-based matrix splitting iteration method is established for solving the linear complementarity problem of positive definite matrices. The convergence analysis and the strategy of the choice of the parameters are given. Numerical examples show that the proposed method with the new strategy is efficient and accelerates the convergence performance with less iteration steps and CPU times.

Keywords: Linear complementarity problem; Modulus-based method; Relaxation; Positive definite matrix (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:321:y:2018:i:c:p:349-357

DOI: 10.1016/j.amc.2017.10.064

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