On the Solution of the Linear Complementarity Problem by the Generalized Accelerated Overrelaxation Iterative Method

Apostolos Hadjidimos () and Michael Tzoumas ()
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Apostolos Hadjidimos: University of Thessaly
Michael Tzoumas: University of Ioannina

Journal of Optimization Theory and Applications, 2015, vol. 165, issue 2, No 12, 545-562

Abstract: Abstract In the present work, we determine intervals of convergence for the various parameters involved for what is known as the generalized accelerated overrelaxation iterative method for the solution of the linear complementarity problem. The convergence intervals found constitute sufficient conditions for the generalized accelerated overrelaxation method to converge and are better than what have been known so far.

Keywords: Linear complementarity problem; $$H_+-$$ H + - matrices; Strictly diagonally dominant (SDD) matrices; Projected methods; Modulus algorithms; Generalized accelerated overrelaxation; Primary; 65F10 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-014-0589-4

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