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A two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems

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Abstract

In this paper, for solving horizontal linear complementarity problems, a two-step modulus-based matrix splitting iteration method is established. The convergence analysis of the proposed method is presented, including the case of accelerated overrelaxation splitting. Numerical examples are reported to show the efficiency of the proposed method.

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Acknowledgments

The authors would like to thank the reviewers for their helpful suggestions.

Funding

This work was supported by the Major Projects of Guangdong Education Department for Foundation Research and Applied Research (No. 2018KZDXM065); University of Macau with (No. MYRG2018-00047-FST); the Science and Technology Development Fund, Macau SAR (No. 0005/2019/A); Guangdong provincial Natural Science Foundation (Grant No. 2018A0303100015); and the Young Innovative Talents Project from Guangdong Provincial Department of Education (Nos. 2018KQNCX230, 2018KQNCX233).

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Authors and Affiliations

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

    Hua Zheng

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

    Seakweng Vong

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  1. Hua Zheng
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  2. Seakweng Vong
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Correspondence to Seakweng Vong.

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Zheng, H., Vong, S. A two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems. Numer Algor 86, 1791–1810 (2021). https://doi.org/10.1007/s11075-020-00954-1

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