Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems (Q550095): Difference between revisions
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The authors consider the following linear complementarity problem: \[ \text{Find a vector }x\in\mathbb{R}^n\text{ such that }Mx+ q\geq 0,\;x\geq 0, x^T(Mx+ q)= p,\tag{\(*\)} \] where \(M\) is a \((n,n)\)-matrix and \(q\in\mathbb{R}^n\). The generalized accelerated overrelaxation and the symmetric successive overrelaxation procedures are used to establish two synchronous matrix multisplitting methods to solve the problem \((*)\). Concepts of \(H\)-matrix and \(M\)-matrix are introduced and convergence results under the assumption that \(M\) is an \(H\)-matrix or an \(M\)-matrix, as well as conditions for the monotone convergence of the proposed methods are presented. Numerical results presented in the concluding part of the paper show that the proposed methods are effective for solving linear complementarity problems with large and sparse matrices. | |||
Property / review text: The authors consider the following linear complementarity problem: \[ \text{Find a vector }x\in\mathbb{R}^n\text{ such that }Mx+ q\geq 0,\;x\geq 0, x^T(Mx+ q)= p,\tag{\(*\)} \] where \(M\) is a \((n,n)\)-matrix and \(q\in\mathbb{R}^n\). The generalized accelerated overrelaxation and the symmetric successive overrelaxation procedures are used to establish two synchronous matrix multisplitting methods to solve the problem \((*)\). Concepts of \(H\)-matrix and \(M\)-matrix are introduced and convergence results under the assumption that \(M\) is an \(H\)-matrix or an \(M\)-matrix, as well as conditions for the monotone convergence of the proposed methods are presented. Numerical results presented in the concluding part of the paper show that the proposed methods are effective for solving linear complementarity problems with large and sparse matrices. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Karel Zimmermann / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C33 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5918662 / rank | |||
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Property / zbMATH Keywords | |||
linear complementarity problem | |||
Property / zbMATH Keywords: linear complementarity problem / rank | |||
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\(M\)-matrix | |||
Property / zbMATH Keywords: \(M\)-matrix / rank | |||
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\(H\)-matrix | |||
Property / zbMATH Keywords: \(H\)-matrix / rank | |||
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SSOR method | |||
Property / zbMATH Keywords: SSOR method / rank | |||
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GAOR method | |||
Property / zbMATH Keywords: GAOR method / rank | |||
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monotone convergence | |||
Property / zbMATH Keywords: monotone convergence / rank | |||
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Revision as of 13:25, 1 July 2023
scientific article
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English | Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems |
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Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems (English)
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8 July 2011
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The authors consider the following linear complementarity problem: \[ \text{Find a vector }x\in\mathbb{R}^n\text{ such that }Mx+ q\geq 0,\;x\geq 0, x^T(Mx+ q)= p,\tag{\(*\)} \] where \(M\) is a \((n,n)\)-matrix and \(q\in\mathbb{R}^n\). The generalized accelerated overrelaxation and the symmetric successive overrelaxation procedures are used to establish two synchronous matrix multisplitting methods to solve the problem \((*)\). Concepts of \(H\)-matrix and \(M\)-matrix are introduced and convergence results under the assumption that \(M\) is an \(H\)-matrix or an \(M\)-matrix, as well as conditions for the monotone convergence of the proposed methods are presented. Numerical results presented in the concluding part of the paper show that the proposed methods are effective for solving linear complementarity problems with large and sparse matrices.
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linear complementarity problem
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\(M\)-matrix
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\(H\)-matrix
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SSOR method
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GAOR method
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monotone convergence
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