Necessary and sufficient conditions for the convergence of iterative methods for the linear complementarity problem

DOI10.1007/BF00934130zbMath0506.90082OpenAlexW2025614874MaRDI QIDQ1837116

Jong-Shi Pang

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934130

zbMATH Keywords

linear complementarity problemmatrix splittingstrictly convex quadratic programnecessary and sufficient convergence conditions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites Work

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• Sparsity-preserving SOR algorithms for separable quadratic and linear programming
• On the convergence of a basic iterative method for the implicit complementarity problem
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• Solution of symmetric linear complementarity problems by iterative methods
• On the solution of large, structured linear complementarity problems: the block partitioned case
• A Hybrid Method for the Solution of Some Multi-Commodity Spatial Equilibrium Problems
• Iterative Solution of Linear Programs
• On the convergence of a block successive over-relaxation method for a class of linear complementarity problems
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation

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