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

Content Provider	Springer Nature Link
Author	Zhang, Jian Jun
Copyright Year	2014
Abstract	Finding the solution of linear complementarity problem (LCP) is an important subject in scientific computing, engineering and economic applications. In the literature, many iterative methods have been proposed, especially, when the matrix of the problem is a real positive definite or an H $_{+}$− matrix. In this paper, we propose a new method using an alternating direction (AD) technique based on a modified symmetric successive overrelaxation (MSSOR) for LCP, assuming that the real matrix of the LCP is symmetric positive definite. This approach is an inner/outer iteration method, in which AD method is used as an outer iteration, and the MSSOR method as an inner one. We provide a detailed proof for the convergence of the proposed method. In addition, numerical results show that the proposed method is feasible and effective.
Ending Page	644
Page Count	14
Starting Page	631
File Format	PDF
ISSN	10171398
e-ISSN	15729265
Journal	Numerical Algorithms
Issue Number	3
Volume Number	68
Language	English
Publisher	Springer US
Publisher Date	2014-05-27
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Alternating direction method Numeric Computing Theory of Computation Linear complementarity problem Sparse matrices Complementarity and equilibrium problems and variational inequalities (finite dimensions) Convergence Symmetric positive definite Algorithms Algebra Iterative methods for linear systems Numerical Analysis Augmented Lagrangian Symmetric SOR Iterative methods General methods in interval analysis
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics

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