A wider convergence area for the MSTMAOR iteration methods for LCP. (English) Zbl 1342.65141
The authors develop a convergence theory to solve large sparse linear complementarity problems. Some numerical examples are given.
Reviewer: Hans Benker (Merseburg)
MSC:
| 65K05 | Numerical mathematical programming methods |
| 90C06 | Large-scale problems in mathematical programming |
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
Keywords:
linear complementarity problem; relaxation method; multisplitting; \(H\)-matrices; convergence; numerical exampleReferences:
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