An iterative two-step algorithm for linear complementarity problems

DOI10.1007/s002110050050zbMath0820.65033OpenAlexW2088078069MaRDI QIDQ1338826

Michal Kočvara, Jochem Zowe

Publication date: 17 September 1995

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050050

zbMATH Keywords

convergenceiterative methodsmultigrid methodssuccessive overrelaxationpreconditioned conjugate gradient methodobstacle problemactive set strategyconvex programming problemsymmetric linear complementarity problemiterative two-step algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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