A general preconditioner for linear complementarity problem with an \(M\)-matrix
From MaRDI portal
Publication:507968
DOI10.1016/j.cam.2016.11.034zbMath1357.65074OpenAlexW2559483474MaRDI QIDQ507968
Ji-Cheng Li, Jianchao Bai, Ping-Fan Dai, Yao-Tang Li
Publication date: 9 February 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.11.034
convergencenumerical examplecomparison theoremlinear complementarity problemspreconditionerSSOR methodsymmetric successive overrelaxation methods
Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Preconditioners for iterative methods (65F08)
Related Items
A preconditioned AOR iterative scheme for systems of linear equations with \(L\)-matrics, On Cvetković-Kostić-Varga type matrices, Error bounds for linear complementarity problems of \(S\)-Nekrasov matrices and \(B\)-\(S\)-Nekrasov matrices, A general preconditioner for tensor complementarity problems, PRECONDITIONED SSOR METHODS FOR THE LINEAR COMPLEMENTARITY PROBLEM WITH M-MATRIX, A preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problem, Infimum of error bounds for linear complementarity problems of \(\Sigma\)-\textit{SDD} and \(\Sigma_1\)-\textit{SSD} matrices, Linearized methods for tensor complementarity problems, New error bounds for linear complementarity problems of \(S\)-Nekrasov matrices and \(B-S\)-Nekrasov matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on the preconditioned Gauss--Seidel (GS) method for linear systems
- Convergence of parallel multisplitting iterative methods for M-matrices
- On the confluent Vandermonde matrix calculation algorithm
- Numerical recipes for the high efficient inverse of the confluent Vandermonde matrices
- Convergence of SSOR methods for linear complementarity problems
- Preconditioned AOR iterative methods for \(M\)-matrices
- Preconditioning techniques for nonsymmetric and indefinite linear systems
- Solution of nonsymmetric, linear complementarity problems by iterative methods
- Solution of symmetric linear complementarity problems by iterative methods
- BiCGstab(\(l\)) for linear equations involving unsymmetric matrices with complex spectrum
- Gaussian pivoting method for solving linear complementarity problem
- Modified Gauss-Seidel type methods and Jacobi type methods for Z-matrices
- Necessary and sufficient conditions for the convergence of iterative methods for the linear complementarity problem
- More on modifications and improvements of classical iterative schemes for \(M\)-matrices
- The convergence of the modified Gauss--Seidel methods for consistent linear systems
- Preconditioned techniques for solving large sparse linear systems arising from the discretization of the elliptic partial differential equations
- Improving preconditioned SOR-type iterative methods for L-matrices
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Some mathematical results in the pricing of American options
- Matrix multisplitting relaxation methods for linear complementarity problems
- On the Convergence of the Multisplitting Methods for the Linear Complementarity Problem
- Iterative Solution Methods
- Algebraic Soft-Decision Decoding of Hermitian Codes
- Approximate controllability of then-th order infinite dimensional systems with controls delayed by the control devices
- A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner
- The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
- Tools for computational finance
