A note on the convergence of the MSMAOR method for linear complementarity problems |
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Authors: | Ljiljana Cvetković Vladimir Kostić |
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Affiliation: | Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad, , Novi Sad, Serbia |
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Abstract: | Modulus‐based splitting, as well as multisplitting iteration methods, for linear complementarity problems are developed by Zhong‐Zhi Bai. In related papers (see Bai, Z.‐Z., Zhang, L.‐L.: Modulus‐Based Synchronous Multisplitting Iteration Methods for Linear Complementarity Problems. Numerical Linear Algebra with Applications 20 (2013) 425–439, and the references cited therein), the problem of convergence for two‐parameter relaxation methods (accelerated overrelaxation‐type methods) is analyzed under the assumption that one parameter is greater than the other. Here, we will show how we can avoid this assumption and, consequently, improve the convergence area. Copyright © 2013 John Wiley & Sons, Ltd. |
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Keywords: | relaxation method linear complementarity problem multisplitting H‐matrices |
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