Overlapping restricted additive Schwarz method applied to the linear complementarity problem with an H‐matrix

Overlapping restricted additive Schwarz method applied to the linear complementarity problem with an H‐matrix

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Article ID: iaor2012223
Volume: 51
Issue: 1
Start Page Number: 223
End Page Number: 239
Publication Date: Jan 2012
Journal: Computational Optimization and Applications
Authors: ,
Keywords: programming: mathematical
Abstract:

In this paper, a restricted additive Schwarz method is introduced for solving the linear complementarity problem that involves an H +‐matrix. We show that the sequence generated by the restricted additive Schwarz method converges to the unique solution of the problem without any restriction on the initial point. Moreover, the comparison theorem is given between different versions of the restricted additive Schwarz method by using the weighted max‐norm. We also show that the restricted additive Schwarz method is much better than the corresponding additive Schwarz variants in terms of the iteration number and the execution time.

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