Two-Stage Multisplitting Iteration Methods Using Modulus-Based Matrix Splitting as Inner Iteration for Linear Complementarity Problems

Li-Li Zhang ()
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Li-Li Zhang: Chinese Academy of Sciences

Journal of Optimization Theory and Applications, 2014, vol. 160, issue 1, No 9, 189-203

Abstract: Abstract The matrix multisplitting iteration method is an effective tool for solving large sparse linear complementarity problems. However, at each iteration step we have to solve a sequence of linear complementarity sub-problems exactly. In this paper, we present a two-stage multisplitting iteration method, in which the modulus-based matrix splitting iteration and its relaxed variants are employed as inner iterations to solve the linear complementarity sub-problems approximately. The convergence theorems of these two-stage multisplitting iteration methods are established. Numerical experiments show that the two-stage multisplitting relaxation methods are superior to the matrix multisplitting iteration methods in computing time, and can achieve a satisfactory parallel efficiency.

Keywords: Linear complementarity problem; Matrix multisplitting; Modulus method; Two-stage iteration; Convergence (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-013-0362-0

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