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On the choice of parameters in MAOR type splitting methods for the linear complementarity problem

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Abstract

In the present work we consider the iterative solution of the Linear Complementarity Problem (LCP), with a nonsingular H + coefficient matrix A, by using all modulus-based matrix splitting iterative methods that have been around for the last couple of years. A deeper analysis shows that the iterative solution of the LCP by the modified Accelerated Overrelaxation (MAOR) iterative method is the “best”, in a sense made precise in the text, among all those that have been proposed so far regarding the following three issues: i) The positive diagonal matrix-parameter Ω ≥ diag(A) involved in the method is Ω = diag(A), ii) The known convergence intervals for the two AOR parameters, α and β, are the widest possible, and iii) The “best” possible MAOR iterative method is the modified Gauss-Seidel one.

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Authors and Affiliations

  1. Department of Mathematics and Informatics, University of Novi Sad, Novi Sad, Republic of Serbia

    Lj. Cvetković & V. Kostić

  2. Department of Electrical and Computer Engineering, University of Thessaly, GR-382 21, Volos, Greece

    A. Hadjidimos

Authors
  1. Lj. Cvetković
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  2. A. Hadjidimos
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  3. V. Kostić
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Correspondence to A. Hadjidimos.

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Cvetković, L., Hadjidimos, A. & Kostić, V. On the choice of parameters in MAOR type splitting methods for the linear complementarity problem. Numer Algor 67, 793–806 (2014). https://doi.org/10.1007/s11075-014-9824-1

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  • DOI: https://doi.org/10.1007/s11075-014-9824-1

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