On the Convergence Regions of Generalized Accelerated Overrelaxation Method for Linear Complementarity Problems

On the Convergence Regions of Generalized Accelerated Overrelaxation Method for Linear Complementarity Problems

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Article ID: iaor20131970
Volume: 156
Issue: 3
Start Page Number: 859
End Page Number: 866
Publication Date: Mar 2013
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: linear complementarity, relaxation methods
Abstract:

In this paper, we use a generalized Accelerated Overrelaxation (GAOR) method and analyze the convergence of this method for solving linear complementarity problems. Furthermore, we improve on the convergence region of this method with acknowledgement of the maximum norm. A numerical example is also given, to illustrate the efficiency of our results.

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