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,
Inexact multisplitting methods for linear complementarity problems
โ Scribed by Jun-Liang Dong
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 571 KB
- Volume
- 223
- Category
- Article
- ISSN
- 0377-0427
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โฆ Synopsis
We present an inexact multisplitting method for solving the linear complementarity problems, which is based on the inexact splitting method and the multisplitting method. This new method provides a specific realization for the multisplitting method and generalizes many existing matrix splitting methods for linear complementarity problems. Convergence for this new method is proved when the coefficient matrix is an H + -matrix. Then, two specific iteration forms for this inexact multisplitting method are presented, where the inner iterations are implemented either through a matrix splitting method or through a damped Newton method. Convergence properties for both these specific forms are analyzed, where the system matrix is either an H + -matrix or a symmetric matrix.
๐ SIMILAR VOLUMES
The convergence of the multiplicative multisplitting-type method for solving the linear complementarity problem with an H-matrix is discussed using classical and new results from the theory of splitting. This directly results in a sufficient condition for guaranteeing the convergence of the multipli
In this article, we propose a new smoothing inexact Newton algorithm for solving nonlinear complementarity problems (NCP) base on the smoothed Fischer-Burmeister function. In each iteration, the corresponding linear system is solved only approximately. The global convergence and local superlinear co
Many problems in the areas of scientific computing and engineering applications can lead to the solution of the linear complementarity problem LCP (M, q). It is well known that the matrix multisplitting methods have been found very useful for solving LCP (M, q). In this article, by applying the gene