Modulus-Based GSTS Iteration Method for Linear Complementarity Problems

Authors

  • Min-Li Zeng School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, Gansu Province, P.R. China
  • Guo-Feng Zhang School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, Gansu Province, P.R. China

DOI:

https://doi.org/10.4208/jms.v48n1.15.01

Keywords:

GSTS method, modulus-based iteration method, linear complementarity problem, $H_+$-matrix, symmetric positive definite matrix.

Abstract

In this paper, a modulus-based generalized skew-Hermitian triangular splitting (MGSTS) iteration method is present for solving a class of linear complementarity problems with the system matrix either being an $H_+$-matrix with non-positive off-diagonal entries or a symmetric positive definite matrix. The convergence of the MGSTS iteration method is studied in detail. By choosing different parameters, a series of existing and new iterative methods are derived, including the modulus-based Jacobi (MJ) and the modulus-based Gauss-Seidel (MGS) iteration methods and so on. Experimental results are given to show the effectiveness and feasibility of the new method when it is employed for solving this class of linear complementarity problems.

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Published

2018-08-16

Issue

Vol. 48 No. 1 (2015)

Section

Articles