Convergence of SSOR methods for linear complementarity problems

Convergence of SSOR methods for linear complementarity problems

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Article ID: iaor20102957
Volume: 37
Issue: 3
Start Page Number: 219
End Page Number: 223
Publication Date: May 2009
Journal: Operations Research Letters
Authors: ,
Keywords: complementarity
Abstract:

In this paper, by applying the SSOR (symmetric successive overrelaxation) splitting, we propose two new iterative methods for solving the linear complementarity problem LCP (M,q). Convergence results for these two methods are presented when M is an H-matrix (and also an M-matrix). Finally, two numerical examples are given to show the efficiency of the presented methods.

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