MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems

DOI10.1007/S11075-014-9864-6MaRDI QIDQ2017625zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 23 March 2015

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-014-9864-6

zbMATH Keywords

alternating direction methodaugmented Lagrangianiterative methodlinear complementary problemsymmetric positive definitesymmetric SOR

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) General methods in interval analysis (65G40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

This paper studies symmetric positive definite linear complementary problems. In this paper, the author proposes a new method employing an alternating direction technique based on a modified symmetric overrelaxation; gives a detailed proof of the convergence of the proposed method and presents numerical results showing that the proposed method is feasible and effective.

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Cites work

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Cited in

(7)

• An inexact alternating direction method of multipliers for the solution of linear complementarity problems arising from free boundary problems
• Symmetric SOR method for absolute complementarity problems
• An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems
• Fast modulus-based matrix splitting iteration methods for implicit complementarity problems
• Regularized solution of LCP problems with application to rigid body dynamics
• A modified modulus method for symmetric positive-definite linear complementarity problems.
• Improved inexact alternating direction methods for a class of nonlinear complementarity problems

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