A preconditioned general modulus-based matrix splitting iteration method for linear complementarity problems of H-matrices

作者：Wu, Xianping; Peng, Xiaofei^*; Li, Wen

来源：Numerical Algorithms, 2018, 79(4): 1131-1146.

DOI：10.1007/s11075-018-0477-3

• Linear complementarity problem
• Modulus equation
• Preconditioner
• H-matrix

In this paper, we propose a preconditioned general modulus-based matrix splitting iteration method for solving modulus equations arising from linear complementarity problems. Its convergence theory is proved when the system matrix is an H+-matrix, from which some new convergence conditions can be derived for the (general) modulus-based matrix splitting iteration methods. Numerical results further show that the proposed methods are superior to the existing methods.

• 出版日期2018-12
• 单位广东工业大学