New Relaxation Modulus Based Iterative Method for Large and Sparse Implicit Complementarity Problem

arXiv2306.03563MaRDI QIDQ6439367FDOQ6439367

Authors: Bharat Kumar, Deepmala Rai, A. K. Das 

Publication date: 6 June 2023

Abstract: This article presents a class of new relaxation modulus-based iterative methods to process the large and sparse implicit complementarity problem (ICP). Using two positive diagonal matrices, we formulate a fixed-point equation and prove that it is equivalent to ICP. Also, we provide sufficient convergence conditions for the proposed methods when the system matrix is a $P$-matrix or an $H_{+}$-matrix. Keyword: Implicit complementarity problem, $H_{+}$-matrix, $P$-matrix, matrix splitting, convergence

Mathematics Subject Classification ID

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

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