IGAOR and multisplitting IGAOR methods for linear complementarity problems |
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Authors: | Sheng-Guo Li Hao JiangLi-Zhi Cheng Xiang-Ke Liao |
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Affiliation: | a School of Science, National University of Defense Technology, Changsha 410073, Chinab School of Computer, National University of Defense Technology, Changsha 410073, China |
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Abstract: | In this paper, we propose an interval version of the generalized accelerated overrelaxation methods, which we refer to as IGAOR, for solving the linear complementarity problems, LCP (M, q), and develop a class of multisplitting IGAOR methods which can be easily implemented in parallel. In addition, in regards to the H-matrix with positive diagonal elements, we prove the convergence of these algorithms and illustrate their efficiency through our numerical results. |
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Keywords: | Linear complementarity problems Interval methods GAOR Matrix multisplitting Convergence |
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