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Modulus-Based GSTS Iteration Method for Linear Complementarity Problems

Modulus-Based GSTS Iteration Method for Linear Complementarity Problems
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Year:    2015

Author:    Min-Li Zeng, Guo-Feng Zhang

Journal of Mathematical Study, Vol. 48 (2015), Iss. 1 : pp. 1–17

Abstract

In this paper, a modulus-based generalized skew-Hermitian triangular splitting (MGSTS) iteration method is present for solving a class of linear complementarity problems with the system matrix either being an $H_+$-matrix with non-positive off-diagonal entries or a symmetric positive definite matrix. The convergence of the MGSTS iteration method is studied in detail. By choosing different parameters, a series of existing and new iterative methods are derived, including the modulus-based Jacobi (MJ) and the modulus-based Gauss-Seidel (MGS) iteration methods and so on. Experimental results are given to show the effectiveness and feasibility of the new method when it is employed for solving this class of linear complementarity problems.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jms.v48n1.15.01

Journal of Mathematical Study, Vol. 48 (2015), Iss. 1 : pp. 1–17

Published online:    2015-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    GSTS method modulus-based iteration method linear complementarity problem $H_+$-matrix symmetric positive definite matrix.

Author Details

Min-Li Zeng

Guo-Feng Zhang

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