Modulus-based matrix splitting methods for horizontal linear complementarity problems

DOI10.1007/s11075-019-00677-yzbMath1431.65087OpenAlexW2914365367WikidataQ128366704 ScholiaQ128366704MaRDI QIDQ2287861

Francesco Mezzadri, Emanuele Galligani

Publication date: 22 January 2020

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-019-00677-y

zbMATH Keywords

matrix splittinghorizontal complementarity problemsmodulus-based methods

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 (40)

A class of new modulus-based matrix splitting methods for linear complementarity problem ⋮ The convergence of the modulus-based Jacobi (MJ) iteration method for solving horizontal linear complementarity problems ⋮ Improved Inexact Alternating Direction Methods for a Class of Nonlinear Complementarity Problems ⋮ A modulus-based formulation for the vertical linear complementarity problem ⋮ A fast algorithm for solving a class of the linear complementarity problem in a finite number of steps ⋮ 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 nonlinear lopsided PSS-like and HSS-like modulus-based matrix splitting iteration methods for horizontal linear complementarity problem ⋮ More on matrix splitting modulus-based iterative methods for solving linear complementarity problem ⋮ Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem ⋮ A class of modulus-based matrix splitting methods for vertical linear complementarity problem ⋮ Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems ⋮ The relaxation modulus-based matrix splitting iteration method for horizontal linear complementarity problems ⋮ The nonsmooth Newton's method for the horizontal nonlinear complementarity problem ⋮ Modulus-based matrix splitting iteration methods with new splitting scheme for horizontal implicit complementarity problems ⋮ Improved modulus-based matrix splitting iteration methods for quasi-complementarity problems ⋮ The new iteration methods for solving absolute value equations. ⋮ A preconditioned general modulus-based matrix splitting iteration method for solving horizontal linear complementarity problems ⋮ On the new modulus-based matrix splitting method for linear complementarity problem of \(H_+\)-matrix ⋮ The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems ⋮ A two-step iteration method for the horizontal nonlinear complementarity problem ⋮ On the MAOR method for a class of hydrodynamic lubrication problems ⋮ A modulus-based multigrid method for nonlinear complementarity problems with application to free boundary problems with nonlinear source terms ⋮ 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 ⋮ Numerical efficiency of modified modulus-based multigrid cycles with application to free boundary 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 ⋮ The GUS-property and modulus-based methods for tensor 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 ⋮ The solution of the absolute value equations using two generalized accelerated overrelaxation methods

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