Abstract
An iterative method for solving a class of linear complementarity problems with positive definite symmetric matrices is presented. Firstly, linear complementarity problem is transformed into absolute value equation, which is also a fixed-point problem. Then we present an iterative method for the linear complementarity problem based on fixed-point principle. The method begins with an initial point chosen arbitrarily and converges to optimal solution of original problem after finite iterations. The effectiveness of the method is demonstrated by its ability to solve some standard test problems found in the literature.
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Yong, L. (2010). Iterative Method for a Class of Linear Complementarity Problems. In: Zhu, R., Zhang, Y., Liu, B., Liu, C. (eds) Information Computing and Applications. ICICA 2010. Communications in Computer and Information Science, vol 105. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16336-4_52
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DOI: https://doi.org/10.1007/978-3-642-16336-4_52
Publisher Name: Springer, Berlin, Heidelberg
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