On the choice of parameters in MAOR type splitting methods for the linear complementarity problem (Q478194)

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On the choice of parameters in MAOR type splitting methods for the linear complementarity problem
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    On the choice of parameters in MAOR type splitting methods for the linear complementarity problem (English)
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    3 December 2014
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    The paper considers the solution of the linear complementarity problem with an \(H_{+}\) coefficient matrix by the modified accelerated overrelaxation (MAOR) iterative methods. The best positive diagonal matrix-parameter involved in the modified accelerated overrelaxation iterative method is determined. The smallest upper bound for the spectral radius of the nonnegative iteration matrix of the proposed modified accelerated overrelaxation iterative methods is found to be the modified Gauss-Seidel method.
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    linear complementarity problem
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    \(M\)-matrices
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    \(H_{+}\)-matrices
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    modulus-based splitting iterative methods
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    multisplitting methods
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    modified accelerated overrelaxation iterative method
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    Gauss-Seidel method
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