ON ITERATIVE SOLUTION FOR LINEAR COMPLEMENTARITY PROBLEM WITH AN H+-MATRIX
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 H-vertical 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 modulus-based 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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Bru, R.; Giménez, I.; Hadjidimos, A. (2010)H-matrices play an important role in the theory and applications. Different algorithms to determine H-matrices can be found in the literature. In  an algorithm is given, and this algorithm can determine if an irreducible ...
Alanelli, M.; Hadjidimos, A. (2008)H-matrices appear in various areas of science and engineering and it is of vital importance to have an Algorithm to identify the H-matrix character of a certain matrix A epsilon C-n,C-n. Recently, the present authors have ...
Bru, R.; Gimenez, I.; Hadjidimos, A. (2012)H-matrices play an important role in the theory and applications of Numerical Linear Algebra. So, it is very useful to know whether a given matrix A is an element of C-n,C-n, usually the coefficient of a complex linear ...