Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem |
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Authors: | Ning Zheng Jun-Feng Yin |
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Institution: | 1. Department of Mathematics, Tongji University, 1239 Siping Road, Shanghai, 200092, People’s Republic of China
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Abstract: | For the large sparse linear complementarity problem, a class of accelerated modulus-based matrix splitting iteration methods is established by reformulating it as a general implicit fixed-point equation, which covers the known modulus-based matrix splitting iteration methods. The convergence conditions are presented when the system matrix is either a positive definite matrix or an H +-matrix. Numerical experiments further show that the proposed methods are efficient and accelerate the convergence performance of the modulus-based matrix splitting iteration methods with less iteration steps and CPU time. |
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