On iterative solution for linear complementarity problem with an \(H_{+}\)-matrix (Q2903112)

For the solution of the linear complementarity problem (LCP), which usually encounters in linear and convex quadratic programming, free boundary value problems of fluid mechanics etc., many iterative methods have been proposed, especially, when the matrix of the problem is a real positive definite or an \(H_{+}\)-matrix. It is assumed that the real matrix of the LCP is an \(H_{+}\)-matrix and that it is solved by using a new method, the scaled extrapolated block modulus algorithm, as well as an improved version of the very recently introduced modulus-based matrix splitting modified accelerated overrelaxation iteration method. Numerical examples are given to show that the two new methods are very effective and competitive with each other.