ON ITERATIVE SOLUTION FOR LINEAR COMPLEMENTARITY PROBLEM WITH AN H+MATRIX
Date
2012Subject
Abstract
The numerous applications of the linear complementarity problem (LCP) in, e.g., the solution of linear and convex quadratic programming, free boundary value problems of fluid mechanics, and moving boundary value problems of economics make its efficient numerical solution a very imperative and interesting area of research. For the solution of the LCP, many iterative methods have been proposed, especially, when the matrix of the problem is a real positive definite or an H+matrix. In this work we assume that the real matrix of the LCP is an Hvertical bar  matrix and solve it by using a new method, the scaled extrapolated block modulus algorithm, as well as an improved version of the very recently introduced modulusbased matrix splitting modified AOR iteration method. As is shown by numerical examples, the two new methods are very effective and competitive with each other.
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