On the convergence of SOR- and JOR-type methods for convex linear complementarity problems

DOI10.1016/0024-3795(91)90396-EMaRDI QIDQ808627zbMATH OpenFDO

Authors Álvaro Rodolfo De Pierro, Alfredo Iusem

Publication date 1991

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

iterative methodslinear complementarity problemslinear convergencesuccessive overrelaxationSOR methodJacobi overrelaxation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Convergence of SSOR methods for linear complementarity problems
• More results on the convergence of iterative methods for the symmetric linear complementarity problem
• Convergence Properties of Iterative Methods for Symmetric Positive Semidefinite Linear Complementarity Problems
• On the convergence of iterative methods for symmetric linear complementarity problems
• scientific article; zbMATH DE number 177992

Cites work

• scientific article; zbMATH DE number 3720254 (Why is no real title available?)
• scientific article; zbMATH DE number 3562783 (Why is no real title available?)
• scientific article; zbMATH DE number 3303572 (Why is no real title available?)
• scientific article; zbMATH DE number 3325215 (Why is no real title available?)
• scientific article; zbMATH DE number 3352737 (Why is no real title available?)
• A Simultaneous Iterative Method for Computing Projections on Polyhedra
• Extensions of Hildreth’s Row-Action Method for Quadratic Programming
• Necessary and sufficient conditions for the convergence of iterative methods for the linear complementarity problem
• On the convergence properties of Hildreth's quadratic programming algorithm
• On the number of solutions to the complementarity problem and spanning properties of complementary cones
• Projection method for solving a singular system of linear equations and its applications
• Solution of symmetric linear complementarity problems by iterative methods

Cited in

(5)

• A parallel relaxation method for quadratic programming problems with interval constraints
• On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds
• Convergence analysis of projected SOR iteration method for a class of vertical linear complementarity problems
• Convergence of SSOR methods for linear complementarity problems
• scientific article; zbMATH DE number 177992 (Why is no real title available?)

This page was built for publication: On the convergence of SOR- and JOR-type methods for convex linear complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808627)