A preconditioned general modulus-based matrix splitting iteration method for linear complementarity problems of H-matrices

In this paper, we propose a preconditioned general modulus-based matrix splitting iteration method for solving modulus equations arising from linear complementarity problems. Its convergence theory is proved when the system matrix is an H+-matrix, from which some new convergence conditions can be derived for the (general) modulus-based matrix splitting iteration methods. Numerical results further show that the proposed methods are superior to the existing methods.

[1]  A. Frommer,et al.  Convergence of relaxed parallel multisplitting methods , 1989 .

[2]  Li-Li Zhang,et al.  Improved convergence theorems of modulus-based matrix splitting iteration methods for linear complementarity problems , 2013, Appl. Math. Lett..

[3]  Wen Li,et al.  A general modulus-based matrix splitting method for linear complementarity problems of HH-matrices , 2013, Appl. Math. Lett..

[4]  Li-Li Zhang,et al.  Two-step modulus-based matrix splitting iteration method for linear complementarity problems , 2011, Numerical Algorithms.

[5]  Hua Zheng,et al.  A preconditioned modulus-based iteration method for solving linear complementarity problems of H-matrices , 2016 .

[6]  Wen Li,et al.  A relaxation modulus-based matrix splitting iteration method for solving linear complementarity problems , 2016, Numerical Algorithms.

[7]  Richard W. Cottle,et al.  Linear Complementarity Problem. , 1992 .

[8]  Katta G. Murty,et al.  Linear complementarity, linear and nonlinear programming , 1988 .

[9]  Hua Zheng,et al.  A general accelerated modulus-based matrix splitting iteration method for solving linear complementarity problems , 2016 .

[10]  Zhong-Zhi Bai,et al.  Modulus‐based matrix splitting iteration methods for linear complementarity problems , 2010, Numer. Linear Algebra Appl..

[11]  Robert J. Plemmons,et al.  Nonnegative Matrices in the Mathematical Sciences , 1979, Classics in Applied Mathematics.

[12]  Ning Zheng,et al.  Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem , 2012, Numerical Algorithms.

[13]  Van Bokhoven Piecewise-linear modelling and analysis , 1981 .

[14]  Li-Li Zhang,et al.  Modulus-based synchronous two-stage multisplitting iteration methods for linear complementarity problems , 2012, Numerical Algorithms.

[15]  Mei-Qun Jiang,et al.  A modified modulus method for symmetric positive‐definite linear complementarity problems , 2009, Numer. Linear Algebra Appl..