Abstract
For Linear Complementarity Problems (LCP) with a positive semidefinite matrix M, iterative solvers can be derived by a process of regularization. In [3] the initial LCP is replaced by a sequence of positive definite ones, with the matrices M + αI. Here we analyse a generalization of this method where the identity I is replaced by a positive definite diagonal matrix D. We prove that the sequence of approximations so defined converges to the minimal D-norm solution of the initial LCP. This extension opens the possibility for interesting applications in the field of rigid multibody dynamics.
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Popa, C., Preclik, T. & Rüde, U. Regularized solution of LCP problems with application to rigid body dynamics. Numer Algor 69, 145–156 (2015). https://doi.org/10.1007/s11075-014-9886-0
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DOI: https://doi.org/10.1007/s11075-014-9886-0
Keywords
- Linear complementarity problem
- Splitting method
- Regularization
- Weighted minimal norm solutions
- Rigid body dynamics