The convergence of parallel iteration algorithms for linear complementarity problems

DOI10.1016/0898-1221(96)00172-1MaRDI QIDQ1352387zbMATH OpenOpenAlexFDO

Authors Zhong-Zhi Bai

Publication date 30 October 1997

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(96)00172-1

zbMATH Keywords

\(H\)-matrixconvergencelinear complementarity problemmultisplitting AOR methodsnumerical example

Mathematics Subject Classification ID

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

Review text

This paper describes and analyses parallel multisplitting AOR methods for the linear complementarity problem. Convergence for particular schemes is proved in the case that the matrix is an \(H\)-matrix with positive diagonal or a symmetric positive matrix in dissection form compatible with the multisplitting. Iteration counts are compared for various degrees of overlaps and choices of parameters in a numerical example of dimension 105.

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Cited in

(50)

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