On convergence of the modulus-based matrix splitting iteration method for horizontal linear complementarity problems of H_+-matrices

DOI10.1016/J.AMC.2019.124890zbMATH Open1433.90174OpenAlexW2984612229MaRDI QIDQ2287601FDOQ2287601

Authors: Hua Zheng, Seak-Weng Vong 

Publication date: 21 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.amc.2019.124890

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zbMATH Keywords

convergencehorizontal linear complementarity problemmodulus-based matrix splitting iteration method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Iterative numerical methods for linear systems (65F10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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• An inexact Newton method for solving complementarity problems in hydrodynamic lubrication
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Cited In (36)

• On the MAOR method for a class of hydrodynamic lubrication problems
• On the modulus-based successive overrelaxation iteration method for horizontal linear complementarity problems arising from hydrodynamic lubrication
• Improved modulus-based matrix splitting iteration methods for quasi-complementarity problems
• A relaxation two-sweep modulus-based matrix splitting iteration method for horizontal linear complementarity problems
• General fixed-point method for solving the linear complementarity problem
• On the convergence of modulus-based matrix splitting methods for horizontal linear complementarity problems in hydrodynamic lubrication
• On the new modulus-based matrix splitting method for linear complementarity problem of \(H_+\)-matrix
• Modulus-based matrix splitting methods for horizontal linear complementarity problems
• Corrigendum to: ``A modified general modulus-based matrix splitting method for linear complementarity problems of \(H\)-matrices
• Relaxed modulus-based synchronous multisplitting multi-parameters TOR (two-parameters over-relaxation) methods for linear complementarity problems
• A generalization of irreducibility and diagonal dominance with applications to horizontal and vertical linear complementarity problems
• An iterative method for horizontal tensor complementarity problems
• On the solution of general absolute value equations
• A two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems
• The convergence of the modulus-based Jacobi (MJ) iteration method for solving horizontal linear complementarity problems
• Modulus-based matrix splitting iteration methods with new splitting scheme for horizontal implicit complementarity problems
• Modulus-based matrix splitting methods for a class of horizontal nonlinear complementarity problems
• The nonlinear lopsided PSS-like and HSS-like modulus-based matrix splitting iteration methods for horizontal linear complementarity problem
• A modulus-based nonsmooth Newton's method for solving horizontal linear complementarity problems
• A general modulus-based matrix splitting method for linear complementarity problems of \(H\)-matrices
• The relaxation modulus-based matrix splitting iteration method for horizontal linear complementarity problems
• A generalized variant of two-sweep modulus-based matrix splitting iteration method for solving horizontal linear complementarity problems
• Two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems
• Improved modulus-based matrix splitting iteration method for horizontal implicit complementarity problems
• Modulus-based matrix splitting algorithms for generalized complex-valued horizontal linear complementarity problems
• On the equivalence of projected iterative methods and modulus-based matrix splitting iterative methods for horizontal linear complementarity problems
• Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization
• New convergence results of the modulus-based methods for vertical linear complementarity problems
• A modulus-based formulation for the vertical linear complementarity problem
• A sign-based linear method for horizontal linear complementarity problems
• A generalization of the equivalence relations between modulus-based and projected splitting methods
• Fast modulus-based matrix splitting iteration methods for implicit complementarity problems
• Superlinearly convergent methods for solving a class of implicit complementarity problems based on sign analysis
• A two-step iteration method for the horizontal nonlinear complementarity problem
• A two-step parallel iteration method for large sparse horizontal linear complementarity problems
• The nonsmooth Newton's method for the horizontal nonlinear complementarity problem

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