Volume 9, Issue 1
A Relaxation Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems

Xiaofei Peng ,  Meng Wang and Wen Li


East Asian J. Appl. Math., 9 (2019), pp. 102-121.

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  • Abstract

A general RTMS iteration method for linear complementarity problems is proposed. Choosing various pairs of relaxation parameters, we obtain new two-sweep modulus-based matrix splitting iteration methods and already known iteration procedures such as the MS [1] and TMS [27] iteration methods. If the system matrix is positive definite or an H+-matrix and the relaxation parameters ω1 and ω2satisfy the inequality 0 ≤ ω12 ≤ 1, sufficient conditions for the uniform convergence of MS, TMS and NTMS iteration methods are established. Numerical results show that with quasi-optimal parameters, RTMS iteration method outperforms MS and TMS iteration methods in terms of computing efficiency

  • History

Published online: 2019-01

  • AMS Subject Headings

65F10, 65F35, 65H10

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