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Conjugate gradient method for the linear complementarity problem with -matrix

✍ Scribed by Dong-Hui Li; Yi-Yong Nie; Jin-Ping Zeng; Qing-Na Li

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
267 KB
Volume
48
Category
Article
ISSN
0895-7177

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✦ Synopsis

In this paper, we present a conjugate gradient method for solving the linear complementarity problem that involves an S-matrix. At each step, we solve a lower-dimensional system of linear equations by conjugate gradient method. The method terminates at the exact solution of the problem after a finite number of iterations. Moreover, the computational complexity of the proposed method is no more than the computational complexity of a conjugate gradient method for solving a system of linear equations. Preliminary numerical experiments show that the method is efficient.

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