The convergence of parallel iteration algorithms for linear complementarity problems (Q1352387): Difference between revisions

This paper describes and analyses parallel multisplitting AOR methods for the linear complementarity problem. Convergence for particular schemes is proved in the case that the matrix is an \(H\)-matrix with positive diagonal or a symmetric positive matrix in dissection form compatible with the multisplitting. Iteration counts are compared for various degrees of overlaps and choices of parameters in a numerical example of dimension 105.