IGAOR and multisplitting IGAOR methods for linear complementarity problems

AbstractIn 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, in regards to the H-matrix with positive diagonal elements, we prove the convergence of these algorithms and illustrate their efficiency through our numerical results

A two-step iteration method for solving vertical nonlinear complementarity problems

In this paper, for vertical nonlinear complementarity problems, a two-step modulus-based matrix splitting iteration method is established by applying the two-step splitting technique to the modulus-based matrix splitting iteration method. The convergence theorems of the proposed method are given when the number of system matrices is larger than 2. Numerical results show that the convergence rate of the proposed method can be accelerated compared to the existing modulus-based matrix splitting iteration method