Direct complementary pivot algorithms for the
linear complementarity problem with P-matrices are known to
have exponential computational complexity.
The analog of
Gauss-Seidel and SOR iteration for linear complementarity
problems with P-matrices has not been extensively developed.
This paper extends some work of van Bokhoven to a class of
nonsymmetric P-matrices, and develops and compares several
new iterative algorithms for the linear complementarity
problem.
Numerical results for several hundred test
problems are presented. Such indirect iterative algorithms
may prove useful for large sparse complementarity problems