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On the Convergence Regions of Generalized Accelerated Overrelaxation Method for Linear Complementarity Problems

H. Saberi Najafi () and S. A. Edalatpanah ()
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H. Saberi Najafi: Islamic Azad University of Lahijan
S. A. Edalatpanah: Islamic Azad University of Lahijan

Journal of Optimization Theory and Applications, 2013, vol. 156, issue 3, No 17, 859-866

Abstract: Abstract In this paper, we use a generalized Accelerated Overrelaxation (GAOR) method and analyze the convergence of this method for solving linear complementarity problems. Furthermore, we improve on the convergence region of this method with acknowledgement of the maximum norm. A numerical example is also given, to illustrate the efficiency of our results.

Keywords: Linear complementarity problems; Convergence region; GAOR; H-matrix (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-012-0135-1

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