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A relaxation accelerated two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems (2012.00214v1)

Published 1 Dec 2020 in math.OC, cs.NA, and math.NA

Abstract: For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear complementarity problem when the system matrix is an $H_+$-matrix and the convergence conditions are given. Numerical experiments show that the proposed method is more efficient than the existing ones.

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