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Shifted skew-symmetric iteration methods for nonsymmetric linear complementarity problems

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Abstract

We present a shifted skew-symmetric iteration method for solving the nonsymmetric positive definite or positive semidefinite linear complementarity problems. This method is based on the symmetric and skew-symmetric splitting of the system matrix, which has been adopted to establish efficient splitting iteration methods for solving the nonsymmetric systems of linear equations. Global convergence of the method is proved, and the corresponding inexact splitting iteration scheme is established and analyzed in detail. Numerical results show that the new methods are feasible and effective for solving large sparse and nonsymmetric linear complementarity problems.

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Author notes

  1. Jun-Liang Dong

    Present address: College of Applied Sciences, Beijing University of Technology, Beijing, 100124, People’s Republic of China

Authors and Affiliations

  1. State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing, 100080, People’s Republic of China

    Jun-Liang Dong

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  1. Jun-Liang Dong
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Correspondence to Jun-Liang Dong.

Additional information

The research of this author is supported by The Doctoral Starting-Up Research Foundation (No. X0006014200801) and The Basic Research Foundation of College of Applied Sciences (No. 97006014200702), Beijing University of Technology, P.R. China.

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Dong, JL. Shifted skew-symmetric iteration methods for nonsymmetric linear complementarity problems. Numer Algor 54, 343–357 (2010). https://doi.org/10.1007/s11075-009-9338-4

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