Two-stage multisplitting iteration methods using modulus-based matrix splitting as inner iteration for linear complementarity problems (Q2250068)

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Two-stage multisplitting iteration methods using modulus-based matrix splitting as inner iteration for linear complementarity problems
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    Two-stage multisplitting iteration methods using modulus-based matrix splitting as inner iteration for linear complementarity problems (English)
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    4 July 2014
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    The matrix multisplitting iteration method is an effective tool for solving large sparse linear complementary problems. However, at each iteration step one has to solve a sequence of linear complementarity sub-problems exactly. In the present paper, it is presented a two-stage multisplitting iteration method, in which the modulus-based matrix splitting iteration and its relaxed variants are employed as inner iterations to solve the linear complementarity sub-problems approximately. Moreover, the convergence theorems of these two-stage multisplitting iteration methods are established. Finally, some numerical experiments are also reported showing that the two-stage multisplitting relaxation methods are superior to the matrix multisplitting iteration methods in computing time, and can achieve a satisfactory parallel efficiency.
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    linear complementarity problem
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    matrix multisplitting
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    modulus method
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    two-stage iteration
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