IGAOR and multisplitting IGAOR methods for linear complementarity problems

Authors:
Sheng-Guo Li;Hao Jiang;Li-Zhi Cheng;Xiang-Ke Liao
Affiliations:
School of Science, National University of Defense Technology, Changsha 410073, China;School of Science, National University of Defense Technology, Changsha 410073, China;School of Science, National University of Defense Technology, Changsha 410073, China;School of Computer, National University of Defense Technology, Changsha 410073, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2011

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Abstract

In this paper, we propose an interval version of the generalized accelerated overrelaxation methods, which we refer to as IGAOR, for solving the linear complementarity problems, LCP (M, q), and develop a class of multisplitting IGAOR methods which can be easily implemented in parallel. In addition, in regards to the H-matrix with positive diagonal elements, we prove the convergence of these algorithms and illustrate their efficiency through our numerical results.