Article ID: | iaor19993132 |
Country: | Netherlands |
Volume: | 96 |
Issue: | 2 |
Start Page Number: | 127 |
End Page Number: | 138 |
Publication Date: | Sep 1998 |
Journal: | Journal of Computational and Applied Mathematics |
Authors: | Bai Zhong-Zhi, Evans D.J. |
Keywords: | complementarity, chaos |
A class of parallel multisplitting chaotic relaxation methods is established for the large sparse linear complementarity problems, and the global and monotone convergence is proved for the H-matrix and the L-matrix classes, respectively. Moreover, comparison theorem is given, which describes the influences of the parameters and the multiple splittings upon the monotone convergence rates of the new methods.