Two SAOR Iterative Formats for Solving Linear Complementarity Problems

Автор: Xian-li Han, Dong-jin Yuan, Shan Jiang

Журнал: International Journal of Information Technology and Computer Science(IJITCS) @ijitcs

Статья в выпуске: 2 Vol. 3, 2011 года.

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In this paper, we propose two new iterative SAOR methods to solve the linear complementarity problem. Some sufficient conditions for the convergence of two new iterative methods are presented, when the system matrix M is an M-matrix. Moreover, when M is an L-matrix, we discuss the monotone convergence of the new methods. And in the numerical experiments we report some computational results with the two proposed SAOR formats.

SAOR method, linear complementarity problem, convergence, H-matrix, M-matrix, monotone

Короткий адрес: https://sciup.org/15011615

IDR: 15011615

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