On Iterative Solution for Linear Complementarity Problem with an $H_{+}$-Matrix
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Publication:2903112
DOI10.1137/100811222zbMath1251.65088OpenAlexW1978505566MaRDI QIDQ2903112
Michael Tzoumas, M. Lapidakis, Apostolos Hadjidimos
Publication date: 23 August 2012
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100811222
numerical exampleslinear complementarity problem\(M\)-matrices\(P\)-matricesiterative schemes\(H_{+}\)-matricesaccelerated overrelaxationstrictly diagonally dominant matricesreal positive definite matrices(block) modulus algorithmmodified AOR methodmodulus-based matrix splitting iteration methodsscaled extrapolation
Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative numerical methods for linear systems (65F10)
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