On convergence of the modulus-based matrix splitting iteration method for horizontal linear complementarity problems of \(H_+\)-matrices

DOI10.1016/j.amc.2019.124890zbMath1433.90174OpenAlexW2984612229MaRDI QIDQ2287601

Hua Zheng, Seak Weng Vong

Publication date: 21 January 2020

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.124890

zbMATH Keywords

convergencehorizontal linear complementarity problemmodulus-based matrix splitting iteration method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative numerical methods for linear systems (65F10)

Related Items (24)

The convergence of the modulus-based Jacobi (MJ) iteration method for solving horizontal linear complementarity problems ⋮ General fixed-point method for solving the linear complementarity problem ⋮ A modulus-based formulation for the vertical linear complementarity problem ⋮ A two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems ⋮ Superlinearly convergent methods for solving a class of implicit complementarity problems based on sign analysis ⋮ A generalized variant of two-sweep modulus-based matrix splitting iteration method for solving horizontal linear complementarity problems ⋮ On the solution of general absolute value equations ⋮ The relaxation modulus-based matrix splitting iteration method for horizontal linear complementarity problems ⋮ The nonsmooth Newton's method for the horizontal nonlinear complementarity problem ⋮ Improved modulus-based matrix splitting iteration methods for quasi-complementarity problems ⋮ A two-step iteration method for the horizontal nonlinear complementarity problem ⋮ On the MAOR method for a class of hydrodynamic lubrication problems ⋮ On the modulus-based successive overrelaxation iteration method for horizontal linear complementarity problems arising from hydrodynamic lubrication ⋮ On the convergence of modulus-based matrix splitting methods for horizontal linear complementarity problems in hydrodynamic lubrication ⋮ A generalization of irreducibility and diagonal dominance with applications to horizontal and vertical linear complementarity problems ⋮ Modulus-based matrix splitting methods for a class of horizontal nonlinear complementarity problems ⋮ A modulus-based nonsmooth Newton's method for solving horizontal linear complementarity problems ⋮ Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization ⋮ A sign-based linear method for horizontal linear complementarity problems ⋮ A generalization of the equivalence relations between modulus-based and projected splitting methods ⋮ Fast modulus-based matrix splitting iteration methods for implicit complementarity problems ⋮ A two-step parallel iteration method for large sparse horizontal linear complementarity problems ⋮ Two-step modulus-based matrix splitting iteration method for horizontal linear complementarity problems ⋮ A relaxation two-sweep modulus-based matrix splitting iteration method for horizontal linear complementarity problems

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