A Relaxation Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems
Year: 2019
East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 1 : pp. 102–121
Abstract
A general RTMS iteration method for linear complementarity problems is proposed. Choosing various pairs of relaxation parameters, we obtain new two-sweep modulus-based matrix splitting iteration methods and already known iteration procedures such as the MS [1] and TMS [27] iteration methods. If the system matrix is positive definite or an $H_+$-matrix and the relaxation parameters $ω_1$ and $ω_2$ satisfy the inequality 0≤$ω_1$, $ω_2$≤1, sufficient conditions for the uniform convergence of MS, TMS and NTMS iteration methods are established. Numerical results show that with quasi-optimal parameters, RTMS iteration method outperforms MS and TMS iteration methods in terms of computing efficiency.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.020318.220618
East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 1 : pp. 102–121
Published online: 2019-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 20
Keywords: Linear complementarity problem matrix splitting iteration method relaxation convergence.
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