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How to improve MAOR method convergence area for linear complementarity problems
- Source :
- Applied Mathematics and Computation. 162:577-584
- Publication Year :
- 2005
- Publisher :
- Elsevier BV, 2005.
-
Abstract
- The linear complementarity problem can be solved by modified AOR method given in [Appl. Math. Comput. 140 (2003) 53]. In the same paper the convergence was proved for the H-matrix case, using the estimation of spectral radius of corresponding matrix. In this paper we present the other possibility for obtaining convergence result. We use the estimation of maximum norm, and surprisingly, obtain convergence area which can be better. First, we consider SDD (strictly diagonally dominant) matrix case, and after that H-matrix case.
- Subjects :
- Mathematical optimization
Numerical linear algebra
Spectral radius
Applied Mathematics
Linear system
computer.software_genre
Linear complementarity problem
Computational Mathematics
Complementarity theory
Applied mathematics
Convergence tests
computer
Compact convergence
Mathematics
Diagonally dominant matrix
Subjects
Details
- ISSN :
- 00963003
- Volume :
- 162
- Database :
- OpenAIRE
- Journal :
- Applied Mathematics and Computation
- Accession number :
- edsair.doi...........4a3b157145e66946dc86adf44f724a5f
- Full Text :
- https://doi.org/10.1016/j.amc.2003.12.108