Iterative methods of solutions for linear and quasi-linear complementarity problems (Q912003)

The quasi-linear complementarity problem for unknown z, z-Qz\(\geq 0\), \(Mz+q\geq 0\), \((z-Qz)^ T(Mz-q)=0\) is solved by the algorithm \[ z^{k+1}=[(I-Q)z^ k-\omega E(Mz^ k+q+K(I-Q)(z^{k+1}-z^ k))]_+, \] where K is upper triangular and E a diagonal matrix. A convergence criterion is given which extends that of \textit{B. H. Ahn} [J. Optimization Theory Appl. 33, 175-185 (1981; Zbl 0422.90079)] for the case \(Q=0\). Another method for this problem uses a descent argument in the case when M is symmetric.