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

Author

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  • Wen, Baolian
  • Zheng, Hua
  • Li, Wen
  • Peng, Xiaofei

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.

Suggested Citation

  • Wen, Baolian & Zheng, Hua & Li, Wen & Peng, Xiaofei, 2018. "The relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems of positive definite matrices," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 349-357.
    • Handle: RePEc:eee:apmaco:v:321:y:2018:i:c:p:349-357
    DOI: 10.1016/j.amc.2017.10.064
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    Citations

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    Cited by:

    1. Hua Zheng & Ling Liu, 2019. "The Sign-Based Methods for Solving a Class of Nonlinear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 480-499, February.
    2. Zhang, Xu & Peng, Zheng, 2020. "A modulus-based nonmonotone line search method for nonlinear complementarity problems," Applied Mathematics and Computation, Elsevier, vol. 387(C).
    3. Zheng, Hua & Vong, Seakweng & Liu, Ling, 2019. "A direct preconditioned modulus-based iteration method for solving nonlinear complementarity problems of H-matrices," Applied Mathematics and Computation, Elsevier, vol. 353(C), pages 396-405.
    4. Zhizhi Li & Huai Zhang & Le Ou-Yang, 2021. "The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems," Computational Optimization and Applications, Springer, vol. 80(2), pages 617-638, November.
    5. Zheng, Hua & Vong, Seakweng, 2021. "On the modulus-based successive overrelaxation iteration method for horizontal linear complementarity problems arising from hydrodynamic lubrication," Applied Mathematics and Computation, Elsevier, vol. 402(C).

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