On the Solution of Linear Complementarity Problem by A Stochastic Iteration Method

2006 ◽  
Vol 6 (12) ◽  
pp. 2685-2687
Author(s):  
C. Okoroafor Alfred . ◽  
O. Osu Bright .
Keyword(s):  
Linear Complementarity Problem ◽  
Iteration Method ◽  
Complementarity Problem ◽  
Linear Complementarity

scholarly journals Two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems

Filomat ◽  
2020 ◽  
Vol 34 (7) ◽  
pp. 2171-2184
Author(s):  
Lu Jia ◽  
Xiang Wang ◽  
Xuan-Sheng Wang
Keyword(s):  
Theoretical Analysis ◽  
Linear Complementarity Problem ◽  
Iteration Method ◽  
Complementarity Problem ◽  
Numerical Experiments ◽  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Linear Complementarity ◽  
Matrix Splitting ◽  
Splitting Iteration Method

The modulus-based matrix splitting iteration has received substantial attention as a momentous tool for complementarity problems. For the purpose of solving the horizontal linear complementarity problem, we introduce the two-step modulus-based matrix splitting iteration method. We also show the theoretical analysis of the convergence. Numerical experiments illustrate the effectiveness of the proposed approach.

scholarly journals Generalized SOR-Like Iteration Method for Linear Complementarity Problem

2020 ◽  
Vol 2020 ◽  
pp. 1-6
Author(s):  
Cui-Xia Li ◽  
Shi-Liang Wu
Keyword(s):  
Fixed Point ◽  
Linear Complementarity Problem ◽  
Iteration Method ◽  
Complementarity Problem ◽  
Numerical Experiments ◽  
Linear Complementarity ◽  
Positive Definite ◽  
Convergence Properties ◽  
Fixed Point Equation ◽  
Point Equation

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.

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