MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems

2014 ◽  
Vol 68 (3) ◽  
pp. 631-644 ◽  
Author(s):  
Jian-Jun Zhang
2015 ◽  
Vol 29 ◽  
pp. 102-119
Author(s):  
K. Sivakumar ◽  
Ar. Meenakshi ◽  
Projesh Choudhury

A real matrix A is called as an almost definite matrix if ⟨x, Ax⟩ = 0 ⇒ Ax = 0. This notion is revisited. Many basic properties of such matrices are established. Several characterizations for a matrix to be an almost definite matrix are presented. Comparisons of certain properties of almost definite matrices with similar properties for positive definite or positive semidefinite matrices are brought to the fore. Interconnections with matrix classes arising in the theory of linear complementarity problems are discussed briefly.


2014 ◽  
Vol 2014 ◽  
pp. 1-10
Author(s):  
Yuan Li ◽  
Hai-Shan Han ◽  
Dan-Dan Yang

We consider a class of absolute-value linear complementarity problems. We propose a new approximation reformulation of absolute value linear complementarity problems by using a nonlinear penalized equation. Based on this approximation reformulation, a penalized-equation-based generalized Newton method is proposed for solving the absolute value linear complementary problem. We show that the proposed method is globally and superlinearly convergent when the matrix of complementarity problems is positive definite and its singular values exceed 1. Numerical results show that our proposed method is very effective and efficient.


2013 ◽  
Vol 741 ◽  
pp. 117-122 ◽  
Author(s):  
Ban Xiang Duan ◽  
Dong Hai Zeng ◽  
Ai Min Yu

In this paper, the authors establish a class of relaxed parallel modulus-based matrix multisplitting iteration methods for large sparse linear complementarity problems, based on the multisplittings of the coefficient matrix. And then, they prove their convergence when the system matrices are H-matrix with positive diagonal elements. These results naturally present convergence conditions for the symmetric positive definite matrices and the M-matrices.


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