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A new matrix splitting generalized iteration method for linear complementarity problems

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  • Ali, Rashid
  • Akgul, Ali

Abstract

The linear complementarity problems (LCPs) can be encountered in various scientific computing, management science, and operations research. In this study, we introduce and analyze a new generalized accelerated overrelaxation (NGAOR) method for solving LCPs, in which one special case reduces to a new generalized successive overrelaxation (NGSOR) method. Moreover, we prove the convergence of the proposed methods when the system matrix is an H-matrix (irreducible or strictly diagonally dominant matrix). Numerical results for several experiments are present to show the effectiveness and efficiency of the proposed methods.

Suggested Citation

  • Ali, Rashid & Akgul, Ali, 2024. "A new matrix splitting generalized iteration method for linear complementarity problems," Applied Mathematics and Computation, Elsevier, vol. 464(C).
    • Handle: RePEc:eee:apmaco:v:464:y:2024:i:c:s0096300323005477
    DOI: 10.1016/j.amc.2023.128378
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    References listed on IDEAS

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    1. Zhang, Yongxiong & Zheng, Hua & Lu, Xiaoping & Vong, Seakweng, 2023. "Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems," Applied Mathematics and Computation, Elsevier, vol. 458(C).
    2. Dai, Ping-Fan & Li, Jicheng & Bai, Jianchao & Qiu, Jinming, 2019. "A preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problem," Applied Mathematics and Computation, Elsevier, vol. 348(C), pages 542-551.
    3. Nagae, Takeshi & Akamatsu, Takashi, 2008. "A generalized complementarity approach to solving real option problems," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1754-1779, June.
    4. Francesco Mezzadri & Emanuele Galligani, 2022. "Projected Splitting Methods for Vertical Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 598-620, June.
    5. Zheng, Hua & Vong, Seakweng, 2021. "On the modulus-based successive overrelaxation iteration method for horizontal linear complementarity problems arising from hydrodynamic lubrication," Applied Mathematics and Computation, Elsevier, vol. 402(C).
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