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A relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems

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Abstract

In this paper, a relaxation modulus-based matrix splitting iteration method is established, which covers the known general modulus-based matrix splitting iteration methods. The convergence analysis and the strategy of the choice of the parameters are given. Numerical examples show that the proposed methods are efficient and accelerate the convergence performance with less iteration steps and CPU times.

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Acknowledgments

The authors would like to thank the referees for their helpful comments. The work was supported by the National Natural Science Foundation of China (Grant No. 11271144, 61305036), Project of Department of Education of Guangdong Province (Grant No. 2013KJCX0053), University of Macau (Grant No. MYRG2015-00064-FST), the Opening Project of Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University(Grant No. 2016005), the Opening Project of Guangdong Provincial Engineering Technology Research Center for Data Sciences and the Science Foundation of Shaoguan University (Grant No. SY2014KJ01).

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Authors and Affiliations

  1. School of Mathematics and Statistics, Shaoguan University, Shaoguan, People’s Republic of China

    Hua Zheng

  2. School of Mathematical Sciences, South China Normal University, Guangzhou, People’s Republic of China

    Wen Li

  3. Guangdong Engineering Technical Research Center for Data Sciences, South China Normal University, Guangzhou, People’s Republic of China

    Wen Li

  4. Department of Mathematics, University of Macau, Macau, People’s Republic of China

    Seakweng Vong

Authors
  1. Hua Zheng
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  2. Wen Li
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  3. Seakweng Vong
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Correspondence to Hua Zheng or Wen Li.

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Zheng, H., Li, W. & Vong, S. A relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems. Numer Algor 74, 137–152 (2017). https://doi.org/10.1007/s11075-016-0142-7

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  • DOI: https://doi.org/10.1007/s11075-016-0142-7

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