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Generalized SOR-Like Iteration Method for Linear Complementarity Problem

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  • Cui-Xia Li
  • Shi-Liang Wu

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.

Suggested Citation

  • Cui-Xia Li & Shi-Liang Wu, 2020. "Generalized SOR-Like Iteration Method for Linear Complementarity Problem," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-6, August.
  • Handle: RePEc:hin:jnlmpe:6314798
    DOI: 10.1155/2020/6314798
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