On the Convergence of a Matrix Splitting Algorithm for the Symmetric Monotone Linear Complementarity Problem

DOI10.1137/0329057zbMath0734.90101OpenAlexW2029084473WikidataQ60530403 ScholiaQ60530403MaRDI QIDQ3363081

Zhi-Quan Luo, Paul Tseng

Publication date: 1991

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0329057

zbMATH Keywords

convergencelinear complementaritymatrix splittingconvex quadratic programsymmetric positive semidefinitepoint successive overrelaxation

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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