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Modified AOR methods for linear complementarity problem

Authors :
Dongjin Yuan
Yongzhong Song
Source :
Applied Mathematics and Computation. 140:53-67
Publication Year :
2003
Publisher :
Elsevier BV, 2003.

Abstract

In order to solve a linear complementarity problem (LCP(M,q)), when M is a 2-cyclic matrix, a class of modified AOR (MAOR) methods based on MAOR methods for solving linear system, whose special case reduces modified SOR (MSOR) method, is proposed. Some sufficient conditions for convergence of the MAOR and MSOR methods are given, when the system matrix M is an H-matrix, M-matrix and a strictly or irreducible diagonally dominant matrix. When M is an L-matrix, their monotone convergence are discussed.

Details

ISSN :
00963003
Volume :
140
Database :
OpenAIRE
Journal :
Applied Mathematics and Computation
Accession number :
edsair.doi...........fdb9bc21b975dd82d7db35637b5e3fa9
Full Text :
https://doi.org/10.1016/s0096-3003(02)00194-7