Convergence analysis of projected SOR iteration method for a class of vertical linear complementarity problems

DOI10.1007/s40314-023-02334-6zbMath1524.65128OpenAlexW4377983804MaRDI QIDQ6103383

Qin-Qin Shen, Yang Cao, Geng-Chen Yang

Publication date: 2 June 2023

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

Full work available at URL: https://doi.org/10.1007/s40314-023-02334-6

zbMATH Keywords

convergencematrix splittingSOR iterationvertical linear complementarity problemprojected 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)

Cites Work

• Unnamed Item
• Unnamed Item
• A generalized complementarity approach to solving real option problems
• Solution of symmetric linear complementarity problems by iterative methods
• A class of two-stage iterative methods for systems of weakly nonlinear equations
• Parallel multisplitting two-stage iterative methods for large sparse systems of weakly nonlinear equations
• SOR-like iteration method for solving absolute value equations
• The generalized linear complementarity problem revisited
• Improving projected successive overrelaxation method for linear complementarity problems
• Global linear and quadratic one-step smoothing Newton method for vertical linear complementarity problems
• Generalizations of \(\mathbf P_ 0\)- and \(\mathbf P\)-properties; extended vertical and horizontal linear complementarity problems
• On the equivalence between some projected and modulus-based splitting methods for linear complementarity problems
• A generalization of irreducibility and diagonal dominance with applications to horizontal and vertical linear complementarity problems
• A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix
• Projected splitting methods for vertical linear complementarity problems
• A modulus-based formulation for the vertical linear complementarity problem
• On the modulus-based successive overrelaxation iteration method for horizontal linear complementarity problems arising from hydrodynamic lubrication
• On generalized successive overrelaxation methods for augmented linear systems
• A modified modulus method for symmetric positive-definite linear complementarity problems
• Modulus-based matrix splitting iteration methods for linear complementarity problems
• On successive-overrelaxation acceleration of the Hermitian and skew-Hermitian splitting iterations
• The role of representative submatrices in vertical linear complementarity theory
• A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems
• On the Convergence of the Multisplitting Methods for the Linear Complementarity Problem
• Algorithms for the Generalized Linear Complementarity Problem with a Vertical BlockZ-Matrix
• Matrix Analysis and Computations
• A generalization of the linear complementarity problem
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
• SOR-like methods for augmented systems