IGAOR and multisplitting IGAOR methods for linear complementarity problems (Q631891)

The authors present a class of interval generalized accelerated overrelaxation (IGAOR) methods for linear complementarity problems based on a combination of the generalized accelerated overrelaxation method and interval arithmetic. The proposed method is extended to the multisplitting interval generalized accelerated overrelaxation method by using the matrix multisplitting technique. As a result, the linear complementarity problem can be solved in parallel. The convergence of the proposed methods is established. Some numerical results are presented to illustrate the efficiency of the proposed methods.