On iterative solution for linear complementarity problem with an H_+-matrix

DOI10.1137/100811222MaRDI QIDQ2903112zbMATH OpenOpenAlexFDO

Authors A. Hadjidimos, M. Lapidakis, M. Tzoumas

Publication date 23 August 2012

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100811222

zbMATH Keywords

(block) modulus algorithm\(H_{+}\)-matrices\(M\)-matrices\(P\)-matricesaccelerated overrelaxationiterative schemeslinear complementarity problemmodified AOR methodmodulus-based matrix splitting iteration methodsnumerical examplesreal positive definite matricesscaled extrapolationstrictly diagonally dominant matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical mathematical programming methods (65K05) Linear programming (90C05) Quadratic programming (90C20) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

For the solution of the linear complementarity problem (LCP), which usually encounters in linear and convex quadratic programming, free boundary value problems of fluid mechanics etc., many iterative methods have been proposed, especially, when the matrix of the problem is a real positive definite or an \(H_{+}\)-matrix. It is assumed that the real matrix of the LCP is an \(H_{+}\)-matrix and that it is solved by using a new method, the scaled extrapolated block modulus algorithm, as well as an improved version of the very recently introduced modulus-based matrix splitting modified accelerated overrelaxation iteration method. Numerical examples are given to show that the two new methods are very effective and competitive with each other.

Recommendations

• An iterative algorithm for the linear complementarity problem with an H-matrix
• A modified general modulus-based matrix splitting method for linear complementarity problems of \({H_+}\)-matrices
• Comparison of three classes of algorithms for the solution of the linear complementarity problem with an \(H_+\)-matrix
• A modified general modulus-based matrix splitting method for linear complementarity problems of \(H\)-matrices
• A preconditioned modulus-based iteration method for solving linear complementarity problems of H-matrices

Cited in

(60)

• Nonstationary extrapolated modulus algorithms for the solution of the linear complementarity problem
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• On the convergence of modulus-based matrix splitting iteration methods for a class of nonlinear complementarity problems with H_+-matrices
• Modulus-based matrix splitting algorithms for the quasi-complementarity problems
• An inexact alternating direction method of multipliers for the solution of linear complementarity problems arising from free boundary problems
• The relaxed nonlinear PHSS-like iteration method for absolute value equations
• Comparison of three classes of algorithms for the solution of the linear complementarity problem with an \(H_+\)-matrix
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems
• The modulus-based matrix double splitting iteration method for linear complementarity problems
• MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems
• Newton-based matrix splitting method for generalized absolute value equation
• An improved two-sweep iteration method for absolute value equations
• On the convergence of two-step modulus-based matrix splitting iteration method
• A class of new modulus-based matrix splitting methods for linear complementarity problem
• The convergence of modulus-based matrix splitting iteration methods for implicit complementarity problems
• General fixed-point method for solving the linear complementarity problem
• Improved error bounds based on \(\alpha (M)\) for the linear complementarity problem
• Generalized SOR-like iteration method for linear complementarity problem
• Convergence analysis on matrix splitting iteration algorithm for semidefinite linear complementarity problems
• Solving piecewise linear systems in ABS-normal form
• Discussion for \(H\)-matrices and it's application
• On the solution of the linear complementarity problem by the generalized accelerated overrelaxation iterative method
• The modulus-based nonsmooth Newton's method for solving linear complementarity problems
• New convergence proofs of modulus-based synchronous multisplitting iteration methods for linear complementarity problems
• A generalized Newton method for non-Hermitian positive definite linear complementarity problem
• The relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems of positive definite matrices
• Convergence of accelerated modulus-based matrix splitting iteration methods for linear complementarity problem with an H_+-matrix
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• Convergence of modulus-based matrix splitting iteration method for a class of nonlinear complementarity problems
• A generalized variant of two-sweep modulus-based matrix splitting iteration method for solving horizontal linear complementarity problems
• Two-sweep modulus-based matrix splitting iteration methods for linear complementarity problems
• The convergence of a modulus-based matrix splitting iteration method for solving the implicit complementarity problems
• Iterative methods with analytical preconditioning technique to linear complementarity problems: application to obstacle problems
• A general accelerated modulus-based matrix splitting iteration method for solving linear complementarity problems
• An interval method of linear complementarity problems for H-matrices
• An iterative algorithm for the linear complementarity problem with an H-matrix
• The solution of the linear complementarity problem by the matrix analogue of the accelerated overrelaxation iterative method
• Numerical analysis on linear complementarity problems
• Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem
• On the choice of parameters in MAOR type splitting methods for the linear complementarity problem
• Global relaxed modulus-based synchronous block multisplitting multi-parameters methods for linear complementarity problems
• A note on the unique solution of linear complementarity problem
• A relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems
• Modulus-based Synchronous Multisplitting Iteration Methods for an Implicit Complementarity Problem
• An improved block modulus method for diagonally dominant linear complementarity problems
• Modulus-based inexact non-alternating preconditioned splitting method for linear complementarity problems
• More on matrix splitting modulus-based iterative methods for solving linear complementarity problem
• A class of modulus-based matrix splitting methods for vertical linear complementarity problem
• Modulus-based matrix splitting methods for complex linear complementarity problem
• A two-step new modulus-based matrix splitting method for vertical linear complementarity problem
• A accelerated modified shift-splitting method for nonsymmetric saddle point problems
• Convergence of the two-point modulus-based matrix splitting iteration method
• Vertical linear complementarity problem via the new modulus-based matrix splitting method
• Acceleration of the modulus-based iteration methods for solving linear complementarity problems by momentum
• A note on fixed point method and linear complementarity problem
• Improvement of convergence of one- and two-step MSM iteration methods for nondifferentiable nonlinear complementarity problems
• A new class of fixed point methods for solving absolute value equations
• Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix
• The block principal pivoting algorithm for the linear complementarity problem with an \(M\)-matrix

This page was built for publication: On iterative solution for linear complementarity problem with an \(H_{+}\)-matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2903112)