Generalized SOR-Like Iteration Method for Linear Complementarity Problem

Cui-Xia Li and Shi-Liang Wu

Mathematical Problems in Engineering, 2020, vol. 2020, 1-6

Abstract:

In this paper, we present a generalized SOR-like iteration method to solve the non-Hermitian positive definite linear complementarity problem (LCP), which is obtained by reformulating equivalently the implicit fixed-point equation of the LCP as a two-by-two block nonlinear equation. The convergence properties of the generalized SOR-like iteration method are discussed under certain conditions. Numerical experiments show that the generalized SOR-like method is efficient, compared with the SOR-like method and the modulus-based SOR method.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:6314798

DOI: 10.1155/2020/6314798

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