TY - JOUR T1 - A Relaxation Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems JO - East Asian Journal on Applied Mathematics VL - 1 SP - 102 EP - 121 PY - 2019 DA - 2019/01 SN - 9 DO - http://doi.org/10.4208/eajam.020318.220618 UR - https://global-sci.org/intro/article_detail/eajam/12937.html KW - Linear complementarity problem, matrix splitting, iteration method, relaxation, convergence. AB -

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 $ω_1$ and $ω_2$ satisfy the inequality 0≤$ω_1$, $ω_2$≤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.