Iterative methods of solutions for linear and quasi-linear complementarity problems

MaRDI QIDQ912003zbMATH OpenFDO

Authors R. N. Mukherjee, H. L. Verma

Publication date 1989

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence criterionquasi-linear complementarity problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

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.

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(15)

• More results on the convergence of iterative methods for the symmetric linear complementarity problem
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