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: | Saberi Najafi H, Edalatpanah S |
Keywords: | linear complementarity, relaxation methods |
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.