On the modulus algorithm for the linear complementarity problem

On the modulus algorithm for the linear complementarity problem

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Article ID: iaor20051125
Country: Netherlands
Volume: 32
Issue: 4
Start Page Number: 350
End Page Number: 354
Publication Date: Jul 2004
Journal: Operations Research Letters
Authors:
Keywords: complementarity
Abstract:

Concerning three subclasses of P-matrices the modulus algorithm and the projected successive overrelaxation (PSOR) method solving the linear complementarity problem are compared to each other with respect to convergence. It is shown that the modulus algorithm is convergent for all three subclasses whereas the convergence of the PSOR method is only guaranteed for two of them.

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