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Modulus-based matrix splitting iteration methods for a class of implicit complementarity problems. (English) Zbl 1413.65060

The authors extend a class of modulus-based matrix splitting iteration method from the linear complementary problem to the implicit one. The main idea is to obtain an equivalent fixed-point equation through a certain transformation of variables and then to solve the fixed-point equation by applying modulus-based matrix splitting iteration methods. Convergence results are proved and demonstrated through numerical tests.

MSC:

65F10 Iterative numerical methods for linear systems
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Software:

Matlab
Full Text: DOI

References:

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