MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems (Q2017625)
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| English | MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems |
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MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems (English)
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23 March 2015
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This paper studies symmetric positive definite linear complementary problems. In this paper, the author proposes a new method employing an alternating direction technique based on a modified symmetric overrelaxation; gives a detailed proof of the convergence of the proposed method and presents numerical results showing that the proposed method is feasible and effective.
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alternating direction method
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symmetric SOR
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augmented Lagrangian
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linear complementary problem
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iterative method
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symmetric positive definite
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