Comparison of three classes of algorithms for the solution of the linear complementarity problem with an \(H_+\)-matrix

DOI10.1016/j.cam.2017.12.028zbMath1382.65175MaRDI QIDQ1696438

Apostolos Hadjidimos, Li-Li Zhang

Publication date: 14 February 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.12.028

zbMATH Keywords

linear complementarity problem; numerical experiments; modulus-based splitting iterative methods; \(H_+\)-matrices; modulus algorithms; projected iterative methods

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

65F10: Iterative numerical methods for linear systems