The solution of the linear complementarity problem by the matrix analogue of the accelerated overrelaxation iterative method

DOI10.1007/s11075-016-0112-0zbMath1353.65054MaRDI QIDQ342867

Apostolos Hadjidimos, Michael Tzoumas

Publication date: 18 November 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-016-0112-0

zbMATH Keywords

numerical examples; linear complementarity problem; regular splittings; Perron-Frobenius theory; \(H_{+}\)-matrices; accelerated overrelaxation iterative method; convergence intervals; Gauss-Seidel iterative method

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