IGAOR and multisplitting IGAOR methods for linear complementarity problems

DOI10.1016/J.CAM.2010.12.005MaRDI QIDQ631891zbMATH OpenOpenAlexFDO

Authors Shengguo Li, Hao Jiang, Li-zhi Cheng, Xiang-Ke Liao

Publication date 14 March 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.12.005

zbMATH Keywords

convergenceinterval arithmeticinterval generalized accelerated overrelaxation methodinterval methodslinear complementarity problemsmatrix multisplittingnumerical resultsparallel computation

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The authors present a class of interval generalized accelerated overrelaxation (IGAOR) methods for linear complementarity problems based on a combination of the generalized accelerated overrelaxation method and interval arithmetic. The proposed method is extended to the multisplitting interval generalized accelerated overrelaxation method by using the matrix multisplitting technique. As a result, the linear complementarity problem can be solved in parallel. The convergence of the proposed methods is established. Some numerical results are presented to illustrate the efficiency of the proposed methods.

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Cited in

(9)

• Two new fixed point iterative schemes for absolute value equations
• A class of new modulus-based matrix splitting methods for linear complementarity problem
• Numerical solution of the absolute value equations using two matrix splitting fixed point iteration methods
• Inexact multisplitting methods for linear complementarity problems
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• An interval GAOR method for linear complementarity problems
• Convergence analysis of the parallel multisplitting chaotic GAOR method for the linear complementarity problem
• More on matrix splitting modulus-based iterative methods for solving linear complementarity problem

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• INTLAB

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